+--------+-------------------+
| Capm   | R Documentation   |
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Stock Market Data
-----------------

Description
~~~~~~~~~~~

monthly observations from 1960–01 to 2002–12

*number of observations* : 516

Usage
~~~~~

::

    data(Capm)

Format
~~~~~~

A time serie containing :

rfood
    excess returns food industry

rdur
    excess returns durables industry

rcon
    excess returns construction industry

rmrf
    excess returns market portfolio

rf
    riskfree return

Source
~~~~~~

most of the above data are from Kenneth French's data library
at\ `http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data\\\_Library <%20http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data\_Library>`_.

References
~~~~~~~~~~

Verbeek, Marno (2004) *A guide to modern econometrics*, John Wiley and
Sons,
`http://www.econ.kuleuven.ac.be/GME <http://www.econ.kuleuven.ac.be/GME>`_,
chapter 2.

See Also
~~~~~~~~

``Index.Source``, ``Index.Economics``, ``Index.Econometrics``,
``Index.Observations``,

``Index.Time.Series``
