R Dataset / Package wooldridge / volat

Submitted by pmagunia on March 9, 2018 - 1:06 PM
Dataset License
GNU General Public License v2.0
Attachment Size
dataset-79759.csv 154.76 KB
Documentation

volat

Description

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

Usage

data(volat)

Format

A data.frame with 558 rows and 17 variables:

  • date. 1947.01 to 1993.06

  • sp500. S&P 500 index

  • divyld. div. yield annualized rate

  • i3. 3 mo. T-bill annualized rate

  • ip. index of industrial production

  • pcsp. pct chg, sp500, ann rate

  • rsp500. return on sp500: pcsp + divyld

  • pcip. pct chg, IP, ann rate

  • ci3. i3 - i3[_n-1]

  • ci3_1. ci3[_n-1]

  • ci3_2. ci3[_n-2]

  • pcip_1. pcip[_n-1]

  • pcip_2. pcip[_n-2]

  • pcip_3. pcip[_n-3]

  • pcsp_1. pcip[_n-1]

  • pcsp_2. pcip[_n-2]

  • pcsp_3. pcip[_n-3]

Source

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

Examples

 str(volat)
--

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

Documentation License
GNU General Public License v2.0

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