Index.Time.Series: Time Series

In Ecdat: Data Sets for Econometrics

Time Series

Description

• annual

  • Klein : Klein's Model I

  • LT : Dollar Sterling Exchange Rate

  • Longley : The Longley Data

  • ManufCost : Manufacturing Costs

  • Mpyr : Money, National Product and Interest Rate

  • PE : Price and Earnings Index

  • Solow : Solow's Technological Change Data

• daily

  • CRSPday : Daily Returns from the CRSP Database

  • Garch : Daily Observations on Exchange Rates of the US Dollar Against Other Currencies

  • SP500 : Returns on Standard & Poor's 500 Index

• four–weekly

  • Icecream : Ice Cream Consumption

• monthly

  • CRSPmon : Monthly Returns from the CRSP Database

  • Capm : Stock Market Data

  • Forward : Exchange Rates of US Dollar Against Other Currencies

  • Irates : Monthly Interest Rates

  • Mishkin : Inflation and Interest Rates

  • Orange : The Orange Juice Data Set

  • PPP : Exchange Rates and Price Indices for France and Italy

  • Pricing : Returns of Size-based Portfolios

  • StrikeNb : Number of Strikes in Us Manufacturing

• quarterly

  • Consumption : Quarterly Data on Consumption and Expenditure

  • Hstarts : Housing Starts

  • IncomeUK : Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure

  • MW : Growth of Disposable Income and Treasury Bill Rate

  • Macrodat : Macroeconomic Time Series for the United States

  • Money : Money, GDP and Interest Rate in Canada

  • MoneyUS : Macroeconomic Series for the United States

  • Tbrate : Interest Rate, GDP and Inflation

• weekly

  • DM : DM Dollar Exchange Rate

  • Pound : Pound-dollar Exchange Rate

  • Yen : Yen-dollar Exchange Rate

Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.