volat

Data loads lazily. Type data(volat) into the console.

datasets

Economics students new to both econometrics and R may find the
simultaneous introduction to both challenging. In particular, the process of
loading and preparing data before building one's first model can present
challenges. The `wooldridge` data package aims to lighten the task by loading
any data set from the text into the current working environment with a single command.
The package contains documentation for each set and all data has been
compressed to 62.73% of its original size. Just install the package, load it,
and use the `data()` function to call the data set you need to work with.
In addition, a wooldridge-vignette illustrates solutions to examples from
each chapter of the text, offering a relevant introduction to econometric
modelling with R. The vignette also includes an Appendix to helpful resources
about using R for econometrics. Note: Data sets are from the 5th edition
(Wooldridge 2013, ISBN-13:978-1-111-53104-1), and are compatible with others.

Justin Shea

wooldridge

105 Data Sets from "Introductory Econometrics: A Modern
Approach" by Jeffrey M. Wooldridge

volat function

A data.frame with 558 rows and 17 variables:<ul>
<li>date. 1947.01 to 1993.06</li>
<li>sp500. S&amp;P 500 index</li>
<li>divyld. div. yield annualized rate</li>
<li>i3. 3 mo. T-bill annualized rate</li>
<li>ip. index of industrial production</li>
<li>pcsp. pct chg, sp500, ann rate</li>
<li>rsp500. return on sp500: pcsp + divyld</li>
<li>pcip. pct chg, IP, ann rate</li>
<li>ci3. i3 - i3[_n-1]</li>
<li>ci3_1. ci3[_n-1]</li>
<li>ci3_2. ci3[_n-2]</li>
<li>pcip_1. pcip[_n-1]</li>
<li>pcip_2. pcip[_n-2]</li>
<li>pcip_3. pcip[_n-3]</li>
<li>pcsp_1. pcip[_n-1]</li>
<li>pcsp_2. pcip[_n-2]</li>
<li>pcsp_3. pcip[_n-3]</li>
</ul>

volat: volat

Description

Usage

Arguments

Format

Examples