Displaying 1 result from an estimated 1 matches for "berndtasset".
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berndtassets
2005 Jun 01
1
Problem with fPortfolio
...e:
> library(fPortfolio)
>
>xmpPortfolio("\nStart: Load monthly data set of returns > ")
> data(berndtInvest)
> # Exclude Date, Market and Interest Rate columns from data frame,
> # then multiply by 100 for percentual returns ...
> berndtAssets = berndtInvest[, -c(1, 11, 18)]
> rownames(berndtAssets) = berndtInvest[, 1]
> head(berndtAssets)
CITCRP CONED CONTIL DATGEN DEC DELTA GENMIL GERBER IBM
MOBIL PANAM PSNH TANDY TEXACO
1-Jan-78 -0.115 -0.079 -0.129 -0.084 -0.100 -0.028 -0.099 -0.048 -0.02...