R Dataset / Package wooldridge / nyse

Submitted by pmagunia on March 9, 2018 - 1:06 PM
Dataset License
GNU General Public License v2.0
Attachment Size
dataset-55411.csv 83.37 KB
Documentation

nyse

Description

Data loads lazily. Type data(nyse) into the console.

Usage

data(nyse)

Format

A data.frame with 691 rows and 8 variables:

  • price. NYSE stock price index

  • return. 100*(p - p(-1))/p(-1))

  • return_1. lagged return

  • t.

  • price_1.

  • price_2.

  • cprice. price - price_1

  • cprice_1. lagged cprice

Source

https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041

Examples

 str(nyse)
--

Dataset imported from https://www.r-project.org.

Documentation License
GNU General Public License v2.0

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