Description Usage Format Author(s) Source References

This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

1 |

A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.

`consl` | The log of total real consumption in the U.K. |

`incl` | The log of real disposable income in the U.K. |

Bernhard Pfaff

Journal of Applied Econometrics Data Archive http://qed.econ.queensu.ca/jae/

Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990),
Seasonal Integration and Cointegration, *Journal of econometrics*,
**44**, 215–238.

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