R/MacroTS.R

In bootUR: Bootstrap Unit Root Tests

#' Macroeconomic Time Series
#'
#' Macroeconomic data from Eurostat on GDP, consumption, inflation and unemployment for Belgium, Germany, France, the Netherlands and the United Kingdom.
#'
#' @format A time series object containing 20 macroeconomic seasonally adjusted time series, quarterly observed from 1992-2019 for Belgium (BE), Germany (DE), France (FR), the Netherlands (NL) and the United Kingdom (UK).
#'
#' \describe{
#' \item{\verb{GDP_BE}}{Gross domestic product at market prices (index, 2015=100) for Belgium.}
#'
#' \item{\verb{GDP_DE}}{Gross domestic product at market prices (index, 2015=100) for Germany.}
#'
#' \item{\verb{GDP_FR}}{Gross domestic product at market prices (index, 2015=100) for France.}
#'
#' \item{\verb{GDP_NL}}{Gross domestic product at market prices (index, 2015=100) for the Netherlands.}
#'
#' \item{\verb{GDP_UK}}{Gross domestic product at market prices (index, 2015=100) for the United Kingdom.}
#'
#' \item{\verb{CONS_BE}}{Final consumption expenditure (index, 2015=100) for Belgium.}
#'
#' \item{\verb{CONS_DE}}{Final consumption expenditure (index, 2015=100) for Germany.}
#'
#' \item{\verb{CONS_FR}}{Final consumption expenditure (index, 2015=100) for France.}
#'
#' \item{\verb{CONS_NL}}{Final consumption expenditure (index, 2015=100) for the Netherlands.}
#'
#' \item{\verb{CONS_UK}}{Final consumption expenditure (index, 2015=100) for the United Kingdom.}
#'
#' \item{\verb{HICP_BE}}{Harmonised Indices of Consumer Prices (annual rate of change, 2015=100) for Belgium.}
#'
#' \item{\verb{HICP_DE}}{Harmonised Indices of Consumer Prices (annual rate of change, 2015=100) for Germany.}
#'
#' \item{\verb{HICP_FR}}{Harmonised Indices of Consumer Prices (annual rate of change, 2015=100) for France.}
#'
#' \item{\verb{HICP_N}}{Harmonised Indices of Consumer Prices (annual rate of change, 2015=100) for the Netherlands.}
#'
#' \item{\verb{HICP_UK}}{Harmonised Indices of Consumer Prices (annual rate of change, 2015=100) for the United Kingdom.}
#'
#' \item{\verb{UR_BE}}{Unemployment rate (percentage of the active population) for Belgium.}
#'
#' \item{\verb{UR_DE}}{Unemployment rate (percentage of the active population) for Germany.}
#'
#' \item{\verb{UR_FR}}{Unemployment rate (percentage of the active population) for France.}
#'
#' \item{\verb{UR_NL}}{Unemployment rate (percentage of the active population) for the Netherlands.}
#'
#' \item{\verb{UR_UK}}{Unemployment rate (percentage of the active population) for the United Kingdom.}
#'}
#'
#' @source https://ec.europa.eu/eurostat/data/database
#'
#' @note \itemize{
#' \item Unemployment rates are seasonally but not calendar adjusted, all other series are both seasonally and calendar adjusted.
#' \item Quarterly inflation rates are sampled from Eurostat's monthly series with annual rates of change as the final month of the respective quarter.
#' \item The unemployment rate for France excludes overseas territories ('France continental' in the Eurostat database).}
"MacroTS"