R Dataset / Package wooldridge / volat

Documentation

On this Picostat.com statistics page, you will find information about the volat data set which pertains to volat. The volat data set is found in the wooldridge R package. You can load the volat data set in R by issuing the following command at the console data("volat"). This will load the data into a variable called volat. If R says the volat data set is not found, you can try installing the package by issuing this command install.packages("wooldridge") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the volat R data set. The size of this file is about 158,477 bytes.


volat

Description

Data loads lazily. Type data(volat) into the console.

Usage

data(volat)

Format

A data.frame with 558 rows and 17 variables:

  • date. 1947.01 to 1993.06

  • sp500. S&P 500 index

  • divyld. div. yield annualized rate

  • i3. 3 mo. T-bill annualized rate

  • ip. index of industrial production

  • pcsp. pct chg, sp500, ann rate

  • rsp500. return on sp500: pcsp + divyld

  • pcip. pct chg, IP, ann rate

  • ci3. i3 - i3[_n-1]

  • ci3_1. ci3[_n-1]

  • ci3_2. ci3[_n-2]

  • pcip_1. pcip[_n-1]

  • pcip_2. pcip[_n-2]

  • pcip_3. pcip[_n-3]

  • pcsp_1. pcip[_n-1]

  • pcsp_2. pcip[_n-2]

  • pcsp_3. pcip[_n-3]

Source

https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041

Examples

 str(volat)
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Dataset imported from https://www.r-project.org.

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Attachment Size
dataset-79759.csv 154.76 KB
Dataset License
GNU General Public License v2.0
Documentation License
GNU General Public License v2.0