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 Index]