volat

Wooldridge Source: J.D. Hamilton and L. Gang (1996), &lt;U+201C&gt;Stock Market Volatility and the Business Cycle,&lt;U+201D&gt; Journal of Applied Econometrics 11, 573-593. I obtained these data from the Journal of Applied Econometrics data archive at http://qed.econ.queensu.ca/jae/ Data loads lazily.

datasets

Students learning both econometrics and R may find the introduction
to both challenging. The wooldridge data package aims to lighten the task by efficiently
loading any data set found in the text with a single command. Data sets have been
compressed to a fraction of their original size. Documentation files contain page numbers,
the original source, time of publication, and notes from the author suggesting avenues for
further analysis and research. If one needs an introduction to R model syntax, a
vignette contains solutions to examples from chapters of the text.
Data sets are from the 7th edition (Wooldridge 2020, ISBN-13: 978-1-337-55886-0),
and are backwards compatible with all previous versions of the text.

Justin Shea

wooldridge

115 Data Sets from "Introductory Econometrics: A Modern
Approach, 7e" by Jeffrey M. Wooldridge

Justin M. Shea

Kennth H. Brown

volat function

A data.frame with 558 observations on 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

Used in Text

Examples