fBsiscs Data Sets

Description

The following data sets are part of this package:

Details

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.

References

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).

Examples

## Plot DowJones30 Example Data Set
   series <- as.timeSeries(DowJones30)
   head(series)
   plot(series[,1:6], type = "l")

Results