计算机其它_Finance-Time Series Data Library(财经-时间序列数据资料库).pdfVIP

Finance-Time Series Data Library(财经-时间序列数 据资料库) 数据摘要： This is a collection of about 25 time series drawn from Finance. All of the data is in text format. Right click on a file name and save to disk. To open in Excel, choose File-Open and select the file. Excel will then start the Text Import Wizard automatically. Almost all data sets are single column. Where a single data set is in several columns it is to be read across rows. 中文关键词： 财经,时间序列,资料库,收集,文字,单列, 英文关键词： Finance,Time Series,library,collection,text,single column, 数据格式： TEXT 数据用途： Time Series Data Library 数据详细介绍： Finance-Time Series Data Library This is a collection of about 25 time series drawn from Finance. All of the data is in text format. Right click on a file name and save to disk. To open in Excel, choose File-Open and select the file. Excel will then start the Text Import Wizard automatically. Almost all data sets are single column. Where a single data set is in several columns it is to be read across rows. Finance 9-17b.DAT Quarterly SP 500 index, 1900-1996. Source: Makridakis, Wheelwright and Hyndman (1998). ANDERSON3.DAT I.C.I. Closing prices 25 Aug ’72-19 Jan ’73 (Financial Times). Source: O.D. Anderson (1976). ANDERSON10.DAT Dow Jones utility index Aug 28-Dec 18 ’72 (Wall Street Journal). Source: O.D. Anderson (1976). ATT.DAT Monthly returns for ATT, Jan 1961 through Dec. 1967. Source: Hipel and Mcleod (1994). BANKDATA.DAT Mutual savings bank data: end-of-month balance (in thousands of dollars), AAA bond rates, and rates for 3-4 year government bond issues over the period February 1988 through January 1993. Source: Makridakis, Wheelwright and Hyndman (1998). BOND2.DAT Monthly interest rates Government Bond Yield 2-year securities, Reserve Bank of Australia. Jan 1969 – Sep 1994