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