Objects of class zoo giving simple returns for each trading period
(day, week or month) for different periods.
- m.ibm2697, m.vw2697
Monthly returns for IBM stock and the value weighted index from
1926 to 1997.
- q.gnp4791
Growth rate of U.S. quarterly real gnp, from 1947Q2 to 1991Q1.
- m.ibm3dx2603
Monthy returns of IBM stock, the value and equal weighted and
Standard and Poors indices from 1926 through 2003.
- m.3m4697
Monthly simple returns of 3M stock from Feb., 1946 through
Dec. 2003.
- q.gdp4703
U.S. quarterly GDP from 1947 through 2003
- d.sp9003lev
Daily values of S&P 500 index from 1990 through 2003.
- q.jnj
Quarterly earnings of Johnson & Johnson from 1960 through 1980.
- m.decile1510
Monthly simple returns of Deciles 1, 5, 10. Decile 1 means the
weighted returns of companies in the first 10 percent of market
cap (i.e. 0 to 10). (Thus, it is not the 10th percentile.)
Decile 10
means the returns of the top 10 percent of the companies (market
cap). Therefore, decile 1 is the smallest listed companies, and
decile 10 is for the largest companies.
The 'index' of 'm.decile1510' has class 'Date'. Since it's a
monthly series, it would be better for many purposes if it had
'index' of class 'yearmon'. See the 'examples' below for how to
achieve this conversion.
- w.gs1n36299
zoo object with two columns, 'gs1' and 'gs3', giving weekly 1-yr &
3-yr interest rates from 1962-01-05 through 2007-11-02. These
data were reextracted from the Federal Reserve Bank at St. Louis
to replace data from the book's web site that had obvious data
quality problems (e.g., a date of 1962-08-32).
To get data covering January 4, 1962, through September 10, 1999,
use
window(w.gs1n36299, start = as.Date("1962-01-12"),
end=as.Date("1999-09-10"))
;
see 'examples' below.