UTIL.index {Rsafd} | R Documentation |
Indexes computed daily in 1993 for DUKE, ENRON and the Utility sector. In the case of Enron and Duke, the index is merely the value of the stock multiplied by a factor appropriately chosen so that the resulting value is exactly 100 on a day chosen to initialize the index. These data are used in the textbook to illustrate the problems with time series regression.
data(UTIL.index), ata(DUKE.index),ata(ENRON.index)
A data frame with 260 observations on the following 3 variables. The row names are the dates for which the indexes are computed. They start from 01/04/1993 and end 12/31/1993
ENRON.index
a numeric vector
DUKE.index
a numeric vector
UTILITY.index
a numeric vector
ENRON.index DUKE.index UTILITY.index 01/04/1993 135.0000 104.2857 99.94170 01/05/1993 135.3714 103.5714 99.49463 01/06/1993 132.8571 104.2857 99.86034 01/07/1993 130.7143 103.5714 98.70023 01/08/1993 126.8000 101.8000 97.93630 01/11/1993 127.5143 101.8000 98.69736
R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag
R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag, Chapter 3.
data(UTIL.index)