Six Major Economic Indexes

Description

Monthly data of five indexes beginning on 2000-01-31 and ending 2009-12-31. The indexes are: US Bonds, US Equities, International Equities, Commodities, US T-Bills, and Inflation

Usage

data(indexes)

Format

CSV converted into xts object with montly observations

Examples

data(indexes)

#preview the data
head(indexes)

#summary period statistics
summary(indexes)

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)

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> library(PortfolioAnalytics)
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: xts
Loading required package: foreach
Loading required package: PerformanceAnalytics

Attaching package: 'PerformanceAnalytics'

The following object is masked from 'package:graphics':

    legend

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/PortfolioAnalytics/indexes.Rd_%03d_medium.png", width=480, height=480)
> ### Name: indexes
> ### Title: Six Major Economic Indexes
> ### Aliases: indexes
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(indexes)
> 
> #preview the data
> head(indexes)
           US Bonds US Equities Int'l Equities Commodities US Tbill Inflation
1980-01-31  -0.0272      0.0610         0.0462      0.0568   0.0104    0.0149
1980-02-29  -0.0669      0.0031        -0.0040     -0.0093   0.0106    0.0146
1980-03-31   0.0053     -0.0987        -0.1188     -0.1625   0.0121    0.0120
1980-04-30   0.0992      0.0429         0.0864      0.0357   0.0137    0.0095
1980-05-31   0.0000      0.0562         0.0446      0.0573   0.0106    0.0095
1980-06-30   0.0605      0.0296         0.0600      0.0533   0.0066    0.0000
> 
> #summary period statistics
> summary(indexes)
     Index               US Bonds          US Equities       
 Min.   :1980-01-31   Min.   :-0.066900   Min.   :-0.215200  
 1st Qu.:1987-07-23   1st Qu.:-0.000550   1st Qu.:-0.016000  
 Median :1995-01-15   Median : 0.005850   Median : 0.012950  
 Mean   :1995-01-14   Mean   : 0.006825   Mean   : 0.008546  
 3rd Qu.:2002-07-07   3rd Qu.: 0.014025   3rd Qu.: 0.037625  
 Max.   :2009-12-31   Max.   : 0.128800   Max.   : 0.134300  
 Int'l Equities      Commodities           US Tbill          Inflation        
 Min.   :-0.25270   Min.   :-0.392700   Min.   :0.000000   Min.   :-0.019300  
 1st Qu.:-0.01980   1st Qu.:-0.023175   1st Qu.:0.002800   1st Qu.: 0.001200  
 Median : 0.01000   Median : 0.005550   Median :0.004300   Median : 0.002600  
 Mean   : 0.00676   Mean   : 0.003628   Mean   :0.004713   Mean   : 0.002846  
 3rd Qu.: 0.03932   3rd Qu.: 0.039000   3rd Qu.:0.006225   3rd Qu.: 0.004700  
 Max.   : 0.13510   Max.   : 0.186600   Max.   :0.013800   Max.   : 0.014900  
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>