Standard and Poors Default Data

Description

The spdata.raw timeSeries contains default data for A, BBB, BB, B and C-rated companies for the years 1981 to 2000.

Usage

data(spdata.raw)
data(spdata.raw.df)

Source

Standard & Poors Credit Monitor

Examples

data(spdata.raw)
head(spdata.raw)

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(QRM)
Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: 'QRM'

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

    lbeta

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/QRM/spdata.raw.Rd_%03d_medium.png", width=480, height=480)
> ### Name: spdata.raw
> ### Title: Standard and Poors Default Data
> ### Aliases: spdata.raw spdata.raw.df
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data(spdata.raw)
> head(spdata.raw)
GMT
           Aobligors Adefaults BBBobligors BBBdefaults BBobligors BBdefaults
1981-12-31       484         0         267           0        217          0
1982-12-31       478         2         292           1        167          7
1983-12-31       455         0         305           1        171          2
1984-12-31       457         0         295           2        172          2
1985-12-31       514         0         282           0        204          3
1986-12-31       551         1         295           1        232          3
           Bobligors Bdefaults CCCobligors CCCdefaults
1981-12-31        81         0          11           0
1982-12-31       162         5          14           3
1983-12-31       157         7          16           0
1984-12-31       181         6          19           3
1985-12-31       204        11          19           2
1986-12-31       291        25          17           3
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>