/
nyse.R
28 lines (26 loc) · 1001 Bytes
/
nyse.R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
#' nyse
#'
#' Wooldridge Source: These are Wednesday closing prices of value-weighted NYSE average, available in many publications. I do not recall the particular source I used when I collected these data at MIT. Probably the easiest way to get similar data is to go to the NYSE web site, www.nyse.com. Data loads lazily.
#'
#' @section
#'
#' Used in Text: pages 388-389, 407, 436, 438, 440-441, 442, 663-664
#'
#' @docType data
#'
#' @usage data('nyse')
#'
#' @format A data.frame with 691 observations on 8 variables:
#' \itemize{
#' \item \strong{price:} NYSE stock price index
#' \item \strong{return:} 100*(p - p(-1))/p(-1))
#' \item \strong{return_1:} lagged return
#' \item \strong{t:}
#' \item \strong{price_1:}
#' \item \strong{price_2:}
#' \item \strong{cprice:} price - price_1
#' \item \strong{cprice_1:} lagged cprice
#' }
#' @source \url{https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041}
#' @examples str(nyse)
"nyse"