stock04 {MRCE} | R Documentation |
log-returns of 9 stocks from 2004
Description
Weekly log-returns of 9 stocks from 2004, analyzed in Yuan et al. (2007)
Usage
data(stock04)
Format
The format is: num [1:52, 1:9] 0.002275 -0.003795 0.012845 0.017489 -0.000369 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:9] "Walmart" "Exxon" "GM" "Ford" ...
Source
Yuan, M., Ekici, A., Lu, Z., and Monteiro, R. (2007). Dimension reduction and coefficient estimation in multivariate linear regression. Journal of the Royal Statistical Society Series B, 69(3):329–346.
References
Yuan, M., Ekici, A., Lu, Z., and Monteiro, R. (2007). Dimension reduction and coefficient estimation in multivariate linear regression. Journal of the Royal Statistical Society Series B, 69(3):329–346.
[Package MRCE version 2.4 Index]