Y1: Example quarterly macroeconomic data
In BigVAR: Dimension Reduction Methods for Multivariate Time Series
Y1 R Documentation
Example quarterly macroeconomic data
Description
Example multivariate macroeconomic time series
Details
US Macroeconomic Time Series: CPI, Federal Funds Rate, Gross Domestic Product, and M1. Ranging from Q2 1959 to Q1 2025. Procured from FRED, Federal Reserve Bank of St. Louis.
Author(s)
Will Nicholson
BigVAR documentation built on Nov. 5, 2025, 7:42 p.m.
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| Y1 | R Documentation |
Example quarterly macroeconomic data
Description
Example multivariate macroeconomic time series
Details
US Macroeconomic Time Series: CPI, Federal Funds Rate, Gross Domestic Product, and M1. Ranging from Q2 1959 to Q1 2025. Procured from FRED, Federal Reserve Bank of St. Louis.
Author(s)
Will Nicholson
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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