- 4/10/02. The first lab assignment is on the Homework
page.
- 4/10/02. Here is the data for the examples in
Modeling Financial Time Series with S-PLUS. Copy the .zip file to
the default S-PLUS working directory and unzip all of the files. The
full path for the working directory is shown at the top of the commands
window when you start S-PLUS. You should see 10 files: berndt.dmp,
er.dmp, FF.dmp, Hayashi.dmp, macro.dmp, misc.dmp, rf.dmp, shiller.dmp,
surex1.dmp and Yahoo.dmp. These
are ASCII text files containing the data for a bunch of timeSeries
objects. They were created using the S-PLUS function data.dump.
To get the data into S-PLUS, first start S-PLUS. From the command
window, import the data using the S-PLUS function data.restore
as follows:
- data.restore(c("berndt.dmp","er.dmp",
"FF.dmp", "Hayashi.dmp","macro.dmp",
"misc.dmp", "rf.dmp", "shiller.dmp",
"surex1.dmp", "Yahoo.dmp"), print=T)
- Load the FinMetrics module using File/Load Module/FinMetrics.
Using the object browser, move the extracted objects from the
working directory directory to the FinMetrics chapter directory.
Now, all of the data will be available to you when you load the
FinMetrics module.
- 4/5/02. I have made the student topic assignments for the class
presentations. See the syllabus page.
- 4/4/02. The new classroom location is SAV 149.
- 4/1/02. The student edition of S-PLUS 6.0 may be downloaded
from the Insightful website.
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