[Returnanalytics-commits] r2748 - pkg/FactorAnalytics/vignettes

[noreply at r-forge.r-project.org]

Author: chenyian
Date: 2013-08-09 01:07:49 +0200 (Fri, 09 Aug 2013)
New Revision: 2748

Modified:
   pkg/FactorAnalytics/vignettes/fundamentalFM.Rnw
Log:


Modified: pkg/FactorAnalytics/vignettes/fundamentalFM.Rnw
===================================================================
--- pkg/FactorAnalytics/vignettes/fundamentalFM.Rnw	2013-08-08 22:33:31 UTC (rev 2747)
+++ pkg/FactorAnalytics/vignettes/fundamentalFM.Rnw	2013-08-08 23:07:49 UTC (rev 2748)
@@ -38,7 +38,15 @@
 @
 \verb at data@ is in class of \verb at data.frame@ and is required to have \emph{assetvar},\emph{returnvar} and \emph{datevar}. One can image data is like panel data setup and need firm variable and time variable. So data has dimension (N x T) and at least 3 colnumes to specify information needed.    
 
+We download data from CRSP/Compustat quarterly fundamental and name \verb at equity@ which contains 67 stocks from January 2000 to Decenmber 2013.  
 
+<<loading.data>>=
+equity <- read.csv(file="equity.csv")
+names(equity)
+length(unique(equity$datadate)) # number of period t 
+length(unique(equity$tic)) # number of assets
+@
+We want return