Dataset: stkmrkt_season.csv

Source: C-C. Chien, C-F. Lee, A.M.L. Wang (2002). "A Note on Stock Market
Seasonality: The Impact of Stock Price Volatility on the Application of
Dummy Variable Regression Model," The Quarterly Review of Economics and
Finance, Vol. 42, pp. 155-162.

Description: Comparison of value-weighted Monthly returns (1961-1996).
Considered Januay vs Other months test, ANOVA by month, variance test,
t, Welch t-test, Kruskal-Wallis test. No time series tests.
Data generated to match monthly: mean, sd, min, max (no attempt for time series)
Variables
month
vwmr