mm {hett} | R Documentation |
Excess returns for Martin Marietta company
Description
Data from the Martin Marietta company collected overa period of 5 years on a monthly basis
Usage
data(mm)
Format
A data frame with 60 observations on the following 4 variables.
- date
the month the data was collected
- am.can
a numeric vector
- m.marietta
excess returns from the Martin Marietta company
- CRSP
an index for the excess rate returns for the New York stock exchange
Source
Bulter et al (1990). Robust and partly adpative estimation of regression models. Review of Economic Statistics, 72, 321-327.
Examples
data(mm, package = "hett")
attach(mm)
plot(CRSP, m.marietta)
lines(CRSP, fitted(lm(m.marietta ~ CRSP)), lty = 2)
[Package hett version 0.3-3 Index]