Time Series

Description

annual

• Klein : Klein's Model I
• LT : Dollar Sterling Exchange Rate
• Longley : The Longley Data
• ManufCost : Manufacturing Costs
• Mpyr : Money, National Product and Interest Rate
• PE : Price and Earnings Index
• Solow : Solow's Technological Change Data

daily

• CRSPday : Daily Returns from the CRSP Database
• Garch : Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
• SP500 : Returns on Standard & Poor's 500 Index

four–weekly

• Icecream : Ice Cream Consumption

monthly

• CRSPmon : Monthly Returns from the CRSP Database
• Capm : Stock Market Data
• Forward : Exchange Rates of US Dollar Against Other Currencies
• Intratesm : Interest Rates (monthly)
• Irates : Monthly Interest Rates
• Mishkin : Inflation and Interest Rates
• Orange : The Orange Juice Data Set
• PPP : Exchange Rates and Price Indices for France and Italy
• Pricing : Returns of Size-based Portfolios
• StrikeNb : Number of Strikes in Us Manufacturing

quarterly

• Consumption : Quarterly Data on Consumption and Expenditure
• Hstarts : Housing Starts
• IncomeUK : Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure
• Intratesq : Interest Rates (quarterly)
• MW : Growth of Disposable Income and Treasury Bill Rate
• Macrodat : Macroeconomic Time Series for the United States
• Money : Money, GDP and Interest Rate in Canada
• MoneyUS : Macroeconomic Series for the United States
• Tbrate : Interest Rate, GDP and Inflation

weekly

• DM : DM Dollar Exchange Rate
• Pound : Pound-dollar Exchange Rate
• Yen : Yen-dollar Exchange Rate