lutkepohl_e1: Economic data from West Germany

In combcoint: A Joint Test-Statistic for the Null of Non-Cointegration

Economic data from West Germany

Description

The data was retrieved from the E1 file of Luetkepohl (2007) and contains quarterly, seasonally adjusted data for fixed investment, disposable income, and consumption expenditures in billions of DM (Deutsche Mark, West German currency before the Euro) from the first quarter of 1960 until the fourth quarter of 1982 for West Germany. The raw data is available at http://www.jmulti.de/download/datasets/e1.dat.

Usage

data(lutkepohl_e1)

Format

A data frame with 92 rows and 10 variables:

investment

fixed investment.

income

disposable income.

consumption

consumption expenditures.

qtr

time vector in quarterly intervals.

linvestment

log of fixed investment.

dlinvestment

first difference of the log of fixed investment.

lincome

log of disposable income.

dlincome

first difference of the log of disposable income.

lconsumption

log of consumption expenditures.

dlconsumption

first difference of the log of consumption expenditures.

References

Luetkepohl, (2006). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.

combcoint documentation built on June 14, 2025, 1:09 a.m.