Wilshire

A dataset containing quarterly performance of the Wilshire 5000 index, corporate profits, Federal Reserve funds rate, and the unemployment rate.

datasets

Functions for easy building of error correction models (ECM) for time series regression.

Gaurav Bansal

Build Error Correction Models

Wilshire function

A data frame with 188 rows and 5 variables:<dl>
<dt>date</dt>
<dd>monthly date</dd><dt>Wilshire5000</dt>
<dd>quarterly Wilshire 5000 index, in value</dd><dt>CorpProfits</dt>
<dd>quarterly corporate profits, in value</dd><dt>FedFundsRate</dt>
<dd>quarterly federal funds rate, in percent</dd><dt>UnempRate</dt>
<dd>quarterly unemployment rate, in percent</dd>
</dl>

Format

FRED data on the Wilshire 5000 index and other economic factors — Wilshire

A data frame with 188 rows and 5 variables:<dl>
<dt>date</dt>
<dd>monthly date</dd>

<dt>Wilshire5000</dt>
<dd>quarterly Wilshire 5000 index, in value</dd>

<dt>CorpProfits</dt>
<dd>quarterly corporate profits, in value</dd>

<dt>FedFundsRate</dt>
<dd>quarterly federal funds rate, in percent</dd>

<dt>UnempRate</dt>
<dd>quarterly unemployment rate, in percent</dd>


</dl>

Wilshire: FRED data on the Wilshire 5000 index and other economic factors

Description

Usage

Arguments

Format