Ecdat (version 0.4-2)

Index.Time.Series: Time Series

Description

annual

• Klein : Klein's Model I

• LT : Dollar Sterling Exchange Rate

• Longley : The Longley Data

• ManufCost : Manufacturing Costs

• Mpyr : Money, National Product and Interest Rate

• PE : Price and Earnings Index

• Solow : Solow's Technological Change Data

daily

• CRSPday : Daily Returns from the CRSP Database

• Garch : Daily Observations on Exchange Rates of the US Dollar Against Other Currencies

• SP500 : Returns on Standard & Poor's 500 Index

four--weekly

• Icecream : Ice Cream Consumption

monthly

• CRSPmon : Monthly Returns from the CRSP Database

• Capm : Stock Market Data

• Forward : Exchange Rates of US Dollar Against Other Currencies

• Irates : Monthly Interest Rates

• Mishkin : Inflation and Interest Rates

• Orange : The Orange Juice Data Set

• PPP : Exchange Rates and Price Indices for France and Italy

• Pricing : Returns of Size-based Portfolios

• StrikeNb : Number of Strikes in Us Manufacturing

quarterly

• Consumption : Quarterly Data on Consumption and Expenditure

• Hstarts : Housing Starts

• IncomeUK : Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure

• MW : Growth of Disposable Income and Treasury Bill Rate

• Macrodat : Macroeconomic Time Series for the United States

• Money : Money, GDP and Interest Rate in Canada

• MoneyUS : Macroeconomic Series for the United States

• Tbrate : Interest Rate, GDP and Inflation

weekly

• DM : DM Dollar Exchange Rate

• Pound : Pound-dollar Exchange Rate

• Yen : Yen-dollar Exchange Rate