DJIA

The Dow Jones industrial average (DJIA) data set.

datasets

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Guangbao Guo

DLEGFM

Distributed Loading Estimation for General Factor Model

Yaping Li

DJIA function

<dl>
 <dt><code>GAS.F</code></dt>
<dd>a numeric vector</dd> <dt><code>Nikkei.F</code></dt>
<dd>a numeric vector</dd> <dt><code>NZD</code></dt>
<dd>a numeric vector</dd> <dt><code>silver.F</code></dt>
<dd>a numeric vector</dd> <dt><code>RUSSELL.F</code></dt>
<dd>a numeric vector</dd> <dt><code>S.P.F</code></dt>
<dd>a numeric vector</dd> <dt><code>CHF</code></dt>
<dd>a numeric vector</dd> <dt><code>Dollar.index.F</code></dt>
<dd>a numeric vector</dd> <dt><code>Dollar.index</code></dt>
<dd>a numeric vector</dd> <dt><code>wheat.F</code></dt>
<dd>a numeric vector</dd> <dt><code>XAG</code></dt>
<dd>a numeric vector</dd> <dt><code>XAU</code></dt>
<dd>a numeric vector</dd> 
</dl>

Format

Dow Jones industrial average — DJIA

<dl>
 <dt><code>GAS.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Nikkei.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>NZD</code></dt>
<dd>a numeric vector</dd>

 <dt><code>silver.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>RUSSELL.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>S.P.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>CHF</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Dollar.index.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>Dollar.index</code></dt>
<dd>a numeric vector</dd>

 <dt><code>wheat.F</code></dt>
<dd>a numeric vector</dd>

 <dt><code>XAG</code></dt>
<dd>a numeric vector</dd>

 <dt><code>XAU</code></dt>
<dd>a numeric vector</dd>

 
</dl>

DJIA: Dow Jones industrial average

Description

Usage

Arguments

Format

Details

References

Examples