Data from Fulton fish market collected by Graddy (1995, 2006).
See also Hendry and Nielsen (2007) and Johansen and Nielsen (2014)
Usage
data(Fulton)
Format
Matrix with 111 rows of daily data and 13 variables.
Details
Documentation on the Fulton Fish market and original data can be found in
Graddy (1995, 2006).
Documentation for aggregated data used here can be found in
Angrist, Graddy and Imbens (2000).
Data used as example in
Hendry and Nielsen (2007).
Downloaded from
Econometric Modeling.
The data set comprises aggregated daily prices and quantities of
whiting sold in the period 2 December 1991 to 8 May 1992.
In particular it has the variables
Monday
1 if Monday, 0 otherwise.
Tuesday
1 if Tuesday, 0 otherwise.
Wednesday
1 if Wednesday, 0 otherwise.
Thursday
1 if Thursday, 0 otherwise
Date
Stormy
1 if
Wave hight greater than 4.5 feet
Wind speed greater than 18 knots
Based on moving averages of the last three days' wind speed and wave
height before the trading day, as measured off the coast of Long
Island and reported in the New York Times boating forecast.
Mixed
1 if
Wave hight greater than 3.8 feet
Wind speed greater than 13 knots
excluding stormy days.
Based on moving averages of the last three days' wind speed and wave
height before the trading day, as measured off the coast of Long
Island and reported in the New York Times boating forecast.
LogPrice
Prices are average prices in US dollars per pound.
LogQuantity
Quantities are pounds of whiting per day.
Rainy
1 if rainy wheather on shore.
Cold
1 if cold wheather on shore.
Windspeed
Windspeed2
Square of windspeed.
Source
Angrist, J.D., Graddy, K. and Imbens, G.W. (2000) The interpretation of
instrumental variables estimators in simultaneous equations models
with an application to the demand for fish.
Review of Economic Studies 67, 499-527.
Graddy, K. (1995) Testing for imperfect competition at the Fulton Fish Market.
RAND Journal of Economics 26, 75-92.
Graddy, K. (2006) The Fulton Fish Market.
Journal of Economic Perspectives 20, 207-220.
Hendry, D.F. and Nielsen, B. (2007)
Econometric Modeling. Princeton University Press.
Johansen, S. and Nielsen, B. (2014) Outlier detection algorithms for least squares time series. Download: Nuffield DP.
Examples
data(Fulton)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(ForwardSearch)
Loading required package: robustbase
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ForwardSearch/data.Fulton.fish.Rd_%03d_medium.png", width=480, height=480)
> ### Name: Fulton
> ### Title: Fulton fish data
> ### Aliases: Fulton
> ### Keywords: datasets
>
> ### ** Examples
>
> data(Fulton)
>
>
>
>
>
> dev.off()
null device
1
>