fBsiscs Data Sets
The following data sets are part of this package:
Capitalization |
Market capitalization of domestic companies, |
cars2 |
Data for various car models, |
DowJones30 |
Down Jones 30 stocks, |
HedgeFund |
Hennessee Hedge Fund Indices, |
msft.dat |
Daily Microsoft OHLC prices and volume, |
nyse |
NYSE composite Index, |
PensionFund |
Swiss Pension Fund LPP-2005, |
swissEconomy |
Swiss Economic Data, |
SWXLP |
Swiss Pension Fund LPP-2000, |
usdthb |
Tick data of USD to THB. |
Capitalization:Capitalization
contains market capitalization of domestic companies from
2003 - 2008 in USD millions.
cars2:cars2
contains the price, country, reliability, mileage, type, weight,
engine displacement and net horsepower of various car
models.
DowJones30:DowJones30
contains daily observations from the Dow Jones 30 Index series.
Each of the thirty columns represents the closing price
of a stock in the Index.
HedgeFund:HedgeFund
contains monthly percentual returns of various hedge fund
strategies from Hennessee Group LLC.
msft.dat:msft.dat
contains daily prices (open, high, low and close) and
volumes for the Microsoft stocks.
nyse:nyse
contains daily records of the NYSE Composite Index.
PensionFund:PensionFund
is a daily data set of the Swiss pension fund benchmark LPP-2005.
The data set ranges from 2005-11-01 to 2007-04-11.
The columns are named: SBI, SPI, SII, LMI, MPI, ALT, LPP25, LPP40, LPP60
swissEconomy:swissEconomy
contains the GDP per capita, exports, imports, interest rates, inflation,
unemployment and population for the years 1964 - 1999 for Switzerland.
SWXLP:SWXLP
is a daily data set of the Swiss pension fund benchmark LPP-2000.
The data set ranges from 2000-01-03 to 2007-05-08.
The columns are named: SBI, SPI, SII, LP25, LP40, LP60.
usdthb:usdthb
Tick data of US Dollar (USD) in Thailand Bhat (THB) colleted from
Reuters. Format: YYYYMMDDhhmm. Column variables: delay time,
contributer, bid and ask prices, and quality flag. It covers the
Asia FX crisis in June 1997.
Capitalization:
World Federation of Stock Exchanges,
http://www.world-exchanges.org/statistics.
cars2:
Derived from the car90 dataset within the rpart package.
The car90 dataset is based on the car.all dataset in S-PLUS.
Original data comes from:
April 1990, Consumer Reports Magazine,
pages 235-255, 281-285 and 287-288.
DowJones30
http://www.yahoo.com.
HedgeFund:
http://www.hennesseegroup.com/indices/returns/year/2005.html.
msft.dat:
http://www.yahoo.com.
nyse:
http://www.nyse.com.
PensionFund:
SBI, SPI, SII: SIX (Swiss Exchange Zurich);
LPP25, LPP40, LPP60: Banque Pictet Geneva;
LMI, MPI, ALT: Recalculated from the indices and benchmarks
swissEconomy:
http://www.oecd.org/ and http://www.imf.org/.
SWXLP:
SBI, SPI, SII: SIX (Swiss Exchange Zurich);
LPP25, LPP40, LPP60: Banque Pictet Geneva
usdthb:
Reuters Select Feed Terminal (1997).
## Plot DowJones30 Example Data Set series <- as.timeSeries(DowJones30) head(series) plot(series[,1:6], type = "l")
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