janpaulr at yahoo.com
Thu Jul 14 16:44:50 CEST 2005
I'm currently doing research into Industry Groupings
on Stock Exchanges. Is R useful (and easy to use for
I have data of hundreds of shares, 5.5 years, monthly,
for 60 variables. I want to investigate if the
industry groupings are indeed homogeneous
intra-groups, and heterogeneous between groups. I
want to check this with some groupings before and
after reallocation of individual shares or regrouping
because of the International Classification Board
industry grouping roll-out. I think I would compare
means and SDs. Groupings are fairly small, most less
than 10 shares in each group.
I have just started thinking about all of this - hope
it makes some sense at this stage?
Is R the right tool for me?
Thank you in advance
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