mm                   package:hett                   R Documentation

_E_x_c_e_s_s _r_e_t_u_r_n_s _f_o_r _M_a_r_t_i_n _M_a_r_i_e_t_t_a _c_o_m_p_a_n_y

_D_e_s_c_r_i_p_t_i_o_n:

     Data from the Martin Marietta company collected overa period of 5
     years on a monthly basis

_U_s_a_g_e:

     data(mm)

_F_o_r_m_a_t:

     A data frame with 60 observations on the following 4 variables.

     _d_a_t_e the month the data was collected

     _a_m._c_a_n a numeric vector

     _m._m_a_r_i_e_t_t_a excess returns from the Martin Marietta company

     _C_R_S_P an index for the excess rate returns for the New York stock
          exchange

_S_o_u_r_c_e:

     Bulter et al (1990). Robust and partly adpative estimation of
     regression models. _Review of Economic Statistics_, *72*, 321-327.

_E_x_a_m_p_l_e_s:

     data(mm, package = "hett")
     attach(mm)
     plot(CRSP, m.marietta)
     lines(CRSP, fitted(lm(m.marietta ~ CRSP)), lty = 2)

