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    Dummy Variable of Years

    Uploaded by

    Zohaib Ahmed
    This document contains monthly return data from January 2010 to December 2014 along with indicator variables for month and year. Specifically, it lists the monthly return for each period along with 12 indicator variables (djan, dfeb, etc.) denoting the month and 4 indicator variables for the year. This provides a dataset containing stock or other investment returns along with month and year identifiers over a 5 year period.

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    © All Rights Reserved
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    Dummy Variable of Years

    Uploaded by

    Zohaib Ahmed
    3 views6 pages
    This document contains monthly return data from January 2010 to December 2014 along with indicator variables for month and year. Specifically, it lists the monthly return for each period along with 12 indicator variables (djan, dfeb, etc.) denoting the month and 4 indicator variables for the year. This provides a dataset containing stock or other investment returns along with month and year identifiers over a 5 year period.

    Original Description:

    dummy variable helpfull in eviws

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    © © All Rights Reserved

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    XLSX, PDF, TXT or read online from Scribd

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    This document contains monthly return data from January 2010 to December 2014 along with indicator variables for month and year. Specifically, it lists the monthly return for each period along with 12 indicator variables (djan, dfeb, etc.) denoting the month and 4 indicator variables for the year. This provides a dataset containing stock or other investment returns along with month and year identifiers over a 5 year period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    3 views6 pages

    Dummy Variable of Years

    Uploaded by

    Zohaib Ahmed
    This document contains monthly return data from January 2010 to December 2014 along with indicator variables for month and year. Specifically, it lists the monthly return for each period along with 12 indicator variables (djan, dfeb, etc.) denoting the month and 4 indicator variables for the year. This provides a dataset containing stock or other investment returns along with month and year identifiers over a 5 year period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 6

    Date

    1/31/2010
    2/28/2010
    3/31/2010
    4/30/2010
    5/31/2010
    6/30/2010
    7/31/2010
    8/31/2010
    9/30/2010
    10/31/2010
    11/30/2010
    12/31/2010
    1/31/2011
    29/02/2011
    3/31/2011
    4/30/2011
    5/31/2011
    6/30/2011
    7/31/2011
    8/31/2011
    9/30/2011
    10/31/2011
    11/30/2011
    12/31/2011
    1/31/2012
    2/28/2012
    3/31/2012
    4/30/2012
    5/31/2012
    6/30/2012
    7/31/2012
    8/31/2012
    9/30/2012
    10/31/2012
    11/30/2012
    12/31/2012
    1/31/2013
    2/28/2013
    3/31/2013
    4/30/2013
    5/31/2013
    6/30/2013
    7/31/2013
    8/31/2013

    Return

    0.007634
    -0.00134
    -0.00616
    0.00319
    0.011419
    0.001151
    0.000967
    0.005268
    0.000806
    0.001461
    0.000245
    -0.0023
    -0.0034
    -0.00893
    -0.01011
    -0.00836
    0.010429
    -0.00235
    0.00438
    -0.0071
    0.007544
    -0.0036
    -0.0025
    -0.00056
    0.000935
    0.016298
    0.010031
    0.000456
    -0.00655
    -0.00627
    0.00455
    -0.00019
    -0.00195
    0.001429
    0.005683
    0.008851
    0.007178
    -0.00512
    -0.00262
    0.00261
    -0.00518
    0.002986
    -0.0019
    0.006766

    djan

    dfeb

    dmar

    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0

    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0

    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0

    9/30/2013
    10/31/2013
    11/30/2013
    12/31/2013
    1/31/2014
    2/28/2014
    3/31/2014
    4/30/2014
    5/31/2014
    6/30/2014
    7/31/2014
    8/31/2014
    9/30/2014
    10/31/2014
    11/30/2014
    12/31/2014

    0.012568
    0.002378
    -0.00208
    -0.00505
    -0.00289
    0.00881
    -0.00229
    0.007266
    -0.00082
    0.003347
    0.0005
    0.006892
    -0.00372
    0.000388
    0.013098
    -0.00748

    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0

    dapr

    dmay

    djune

    djuly

    daug

    dsept

    doct

    dnov

    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0

    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0

    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0

    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0

    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1

    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0

    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0

    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0

    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0

    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0

    ddec

    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0

    0
    0
    0
    1
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    1

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