1\name{fBasicsData}
2
3
4\alias{fBasicsData}
5
6\alias{Capitalization}
7\alias{cars2}
8\alias{DowJones30}
9\alias{HedgeFund}
10\alias{msft.dat}
11\alias{nyse}
12\alias{PensionFund}
13\alias{swissEconomy}
14\alias{SWXLP}
15\alias{usdthb}
16
17%%% These should be removed
18\alias{.HedgeFund1}
19\alias{.HedgeFund2}
20
21
22%--------------------------------------------------------------
23\title{fBsiscs Data Sets}
24
25\description{
26  The following data sets are part of this package:
27  \tabular{ll}{
28    \code{Capitalization} \tab Market capitalization of domestic companies, \cr
29    \code{cars2} \tab Data for various car models, \cr
30    \code{DowJones30} \tab Down Jones 30 stocks, \cr
31    \code{HedgeFund} \tab Hennessee Hedge Fund Indices, \cr
32    \code{msft.dat} \tab Daily Microsoft OHLC prices and volume, \cr
33    \code{nyse} \tab NYSE composite Index, \cr
34    \code{PensionFund} \tab Swiss Pension Fund LPP-2005, \cr
35    \code{swissEconomy} \tab Swiss Economic Data, \cr
36    \code{SWXLP} \tab Swiss Pension Fund LPP-2000, \cr
37    \code{usdthb} \tab Tick data of USD to THB.
38  }
39}
40
41%--------------------------------------------------------------
42\details{
43 \bold{Capitalization:}\cr
44 \code{Capitalization}
45 contains market capitalization of domestic companies from
46 2003 - 2008 in USD millions.
47
48 \bold{cars2:}\cr
49 \code{cars2}
50 contains the price, country, reliability, mileage, type, weight,
51 engine displacement and net horsepower of various car
52 models.
53
54 \bold{DowJones30:}\cr
55 \code{DowJones30}
56 contains daily observations from the Dow Jones 30 Index series.
57 Each of the thirty columns represents the closing price
58 of a stock in the Index.
59
60 \bold{HedgeFund:}\cr
61 \code{HedgeFund}
62 contains monthly percentual returns of various hedge fund
63 strategies from Hennessee Group LLC.
64
65 \bold{msft.dat:}\cr
66 \code{msft.dat}
67 contains daily prices (open, high, low and close) and
68 volumes for the Microsoft stocks.
69
70 \bold{nyse:}\cr
71 \code{nyse}
72 contains daily records of the NYSE Composite Index.
73
74 \bold{PensionFund:}\cr
75 \code{PensionFund}
76 is a daily data set of the Swiss pension fund benchmark LPP-2005.
77 The data set ranges from 2005-11-01 to 2007-04-11.
78 The columns are named: SBI, SPI, SII, LMI, MPI, ALT, LPP25, LPP40, LPP60
79
80 \bold{swissEconomy:}\cr
81 \code{swissEconomy}
82 contains the GDP per capita, exports, imports, interest rates, inflation,
83 unemployment and population for the years 1964 - 1999 for Switzerland.
84
85 \bold{SWXLP:}\cr
86 \code{SWXLP}
87 is a daily data set of the Swiss pension fund benchmark LPP-2000.
88 The data set ranges from 2000-01-03 to 2007-05-08.
89 The columns are named: SBI, SPI, SII, LP25, LP40, LP60.
90
91 \bold{usdthb:}\cr
92 \code{usdthb}
93 Tick data of US Dollar (USD) in Thailand Bhat (THB) colleted from
94 Reuters. Format: YYYYMMDDhhmm. Column variables: delay time,
95 contributer, bid and ask prices, and quality flag. It covers the
96 Asia FX crisis in June 1997.
97}
98
99%--------------------------------------------------------------
100\references{
101 \bold{Capitalization:}\cr
102 \emph{World Federation of Stock Exchanges},
103 http://www.world-exchanges.org/statistics.
104
105 \bold{cars2:}\cr
106 Derived from the car90 dataset within the rpart package.
107 The car90 dataset is based on the car.all dataset in S-PLUS.
108 Original data comes from:
109 April 1990, \emph{Consumer Reports Magazine},
110 pages 235-255, 281-285 and 287-288.
111 % Package rpart (dataset: car90)
112 % This is derived (with permission) from the data set car.all
113 % in S-PLUS, but with some further clean up of variable names and definitions.
114 % http://ftp.yzu.edu.tw/CRAN/doc/contrib/Lam-IntroductionToR_LHL.pdf
115 % http://www.uni-muenster.de/ZIV.BennoSueselbeck/s-html/helpfiles/car.all.html
116
117 \bold{DowJones30}\cr
118 http://www.yahoo.com.
119
120 \bold{HedgeFund:}\cr
121 http://www.hennesseegroup.com/indices/returns/year/2005.html.
122
123 \bold{msft.dat:}\cr
124 http://www.yahoo.com.
125
126 \bold{nyse:}\cr
127 http://www.nyse.com.
128
129 \bold{PensionFund:}\cr
130 SBI, SPI, SII: SIX (Swiss Exchange Zurich);
131 LPP25, LPP40, LPP60: Banque Pictet Geneva;
132 LMI, MPI, ALT: Recalculated from the indices and benchmarks
133
134 \bold{swissEconomy:}\cr
135 http://www.oecd.org/ and http://www.imf.org/.
136
137 \bold{SWXLP:}\cr
138 SBI, SPI, SII: SIX (Swiss Exchange Zurich);
139 LPP25, LPP40, LPP60: Banque Pictet Geneva
140
141 \bold{usdthb:}\cr
142 Reuters Select Feed Terminal (1997).
143
144 % \bold{Example:}\cr
145 % McCullough B.D., Renfro C.G. (1998);
146 % \emph{Benchmarks and Software Standards: A Case Study of GARCH Procedures},
147 % Journal of Economic and Social Measurement 25, 59--71.
148}
149
150%--------------------------------------------------------------
151\examples{
152## Plot DowJones30 Example Data Set
153   series <- as.timeSeries(DowJones30)
154   head(series)
155   plot(series[,1:6], type = "l")
156}
157
158\keyword{datasets}
159