fBasics (version 4021.93)

fBasicsData: fBasics data sets

Description

The following data sets are part of this package:

Capitalization	Market capitalization of domestic companies,
cars2	Data for various car models,
DowJones30	Down Jones 30 stocks,
HedgeFund	Hennessee Hedge Fund Indices,
msft.dat	Daily Microsoft OHLC prices and volume,
nyse	NYSE composite Index,
PensionFund	Swiss Pension Fund LPP-2005,
swissEconomy	Swiss Economic Data,
SWXLP	Swiss Pension Fund LPP-2000,
usdthb	Tick data of USD to THB.

Details

Capitalization:
Capitalization contains market capitalization of domestic companies from 2003 - 2008 in USD millions.

cars2:
cars2 contains the price, country, reliability, mileage, type, weight, engine displacement and net horsepower of various car models.

DowJones30:
DowJones30 contains daily observations from the Dow Jones 30 Index series. Each of the thirty columns represents the closing price of a stock in the Index.

HedgeFund:
HedgeFund contains monthly percentual returns of various hedge fund strategies from Hennessee Group LLC.

msft.dat:
msft.dat contains daily prices (open, high, low and close) and volumes for the Microsoft stocks.

Note: there is a dataset, MSFT, in package timeSeries which is of class "timeSeries" object but seems to contain the same data. See also the examples. TODO: consolidate?

nyse:
nyse contains daily records of the NYSE Composite Index.

PensionFund:
PensionFund is a daily data set of the Swiss pension fund benchmark LPP-2005. The data set ranges from 2005-11-01 to 2007-04-11. The columns are named: SBI, SPI, SII, LMI, MPI, ALT, LPP25, LPP40, LPP60

swissEconomy:
swissEconomy contains the GDP per capita, exports, imports, interest rates, inflation, unemployment and population for the years 1964 - 1999 for Switzerland.

SWXLP:
SWXLP is a daily data set of the Swiss pension fund benchmark LPP-2000. The data set ranges from 2000-01-03 to 2007-05-08. The columns are named: SBI, SPI, SII, LP25, LP40, LP60.

usdthb:
usdthb Tick data of US Dollar (USD) in Thailand Bhat (THB) colleted from Reuters. Format: YYYYMMDDhhmm. Column variables: delay time, contributer, bid and ask prices, and quality flag. It covers the Asia FX crisis in June 1997.

References

Capitalization:
World Federation of Stock Exchanges, http://www.world-exchanges.org/statistics.

cars2:
Derived from the car90 dataset within the rpart package. The car90 dataset is based on the car.all dataset in S-PLUS. Original data comes from: April 1990, Consumer Reports Magazine, pages 235-255, 281-285 and 287-288.

DowJones30
http://www.yahoo.com.

HedgeFund:
http://www.hennesseegroup.com/indices/returns/year/2005.html.

msft.dat:
http://www.yahoo.com.

nyse:
http://www.nyse.com.

PensionFund:
SBI, SPI, SII: SIX (Swiss Exchange Zurich); LPP25, LPP40, LPP60: Banque Pictet Geneva; LMI, MPI, ALT: Recalculated from the indices and benchmarks

swissEconomy:
http://www.oecd.org/ and http://www.imf.org/.

SWXLP:
SBI, SPI, SII: SIX (Swiss Exchange Zurich); LPP25, LPP40, LPP60: Banque Pictet Geneva

usdthb:
Reuters Select Feed Terminal (1997).

Examples

## Plot DowJones30 Example Data Set
   series <- timeSeries::as.timeSeries(DowJones30)
   head(series)
   plot(series[,1:6], type = "l")

## msft.dat contains (almost?) the same data as MSFT in package timeSeries
data(MSFT, package = "timeSeries")

m1 <- as.matrix(msft.dat[, -1]) # drop date stamps in column 1
m2 <- as.matrix(MSFT)
all.equal(m1, m2, check.attributes = FALSE) # TRUE
## compare the dates:
all.equal(format(msft.dat[ , 1]), format(time(MSFT))) # TRUE