hett (version 0.3-3)

mm: 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

Examples

# NOT RUN {
data(mm, package = "hett")
attach(mm)
plot(CRSP, m.marietta)
lines(CRSP, fitted(lm(m.marietta ~ CRSP)), lty = 2)

# }