Freeny's Revenue Data

Description

Freeny's data on quarterly revenue and explanatory variables.

Usage

freeny
freeny.x
freeny.y

Format

There are three ‘freeny’ data sets.

freeny.y is a time series with 39 observations on quarterly revenue from (1962,2Q) to (1971,4Q).

freeny.x is a matrix of explanatory variables. The columns are freeny.y lagged 1 quarter, price index, income level, and market potential.

Finally, freeny is a data frame with variables y, lag.quarterly.revenue, price.index, income.level, and market.potential obtained from the above two data objects.

Source

A. E. Freeny (1977) A Portable Linear Regression Package with Test Programs. Bell Laboratories memorandum.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Examples

require(stats); require(graphics)
summary(freeny)
pairs(freeny, main = "freeny data")
# gives warning: freeny$y has class "ts"

summary(fm1 <- lm(y ~ ., data = freeny))
opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
            mar = c(4.1, 4.1, 2.1, 1.1))
plot(fm1)
par(opar)

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(datasets)
> png(filename="/home/ddbj/snapshot/RGM3/R_rel/result/datasets/freeny.Rd_%03d_medium.png", width=480, height=480)
> ### Name: freeny
> ### Title: Freeny's Revenue Data
> ### Aliases: freeny freeny.x freeny.y
> ### Keywords: datasets
> 
> ### ** Examples
> 
> require(stats); require(graphics)
> summary(freeny)
       y         lag.quarterly.revenue  price.index     income.level  
 Min.   :8.791   Min.   :8.791         Min.   :4.278   Min.   :5.821  
 1st Qu.:9.045   1st Qu.:9.020         1st Qu.:4.392   1st Qu.:5.948  
 Median :9.314   Median :9.284         Median :4.510   Median :6.061  
 Mean   :9.306   Mean   :9.281         Mean   :4.496   Mean   :6.039  
 3rd Qu.:9.591   3rd Qu.:9.561         3rd Qu.:4.605   3rd Qu.:6.139  
 Max.   :9.794   Max.   :9.775         Max.   :4.710   Max.   :6.200  
 market.potential
 Min.   :12.97   
 1st Qu.:13.01   
 Median :13.07   
 Mean   :13.07   
 3rd Qu.:13.12   
 Max.   :13.17   
> pairs(freeny, main = "freeny data")
> # gives warning: freeny$y has class "ts"
> 
> summary(fm1 <- lm(y ~ ., data = freeny))

Call:
lm(formula = y ~ ., data = freeny)

Residuals:
       Min         1Q     Median         3Q        Max 
-0.0259426 -0.0101033  0.0003824  0.0103236  0.0267124 

Coefficients:
                      Estimate Std. Error t value Pr(>|t|)    
(Intercept)           -10.4726     6.0217  -1.739   0.0911 .  
lag.quarterly.revenue   0.1239     0.1424   0.870   0.3904    
price.index            -0.7542     0.1607  -4.693 4.28e-05 ***
income.level            0.7675     0.1339   5.730 1.93e-06 ***
market.potential        1.3306     0.5093   2.613   0.0133 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 0.01473 on 34 degrees of freedom
Multiple R-squared:  0.9981,	Adjusted R-squared:  0.9978 
F-statistic:  4354 on 4 and 34 DF,  p-value: < 2.2e-16

> opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
+             mar = c(4.1, 4.1, 2.1, 1.1))
> plot(fm1)
> par(opar)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>