R/data.R

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

#' Economic data from West Germany
#'
#' 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 \url{http://www.jmulti.de/download/datasets/e1.dat}.
#'
#' @docType data
#' @keywords datasets
#'
#'
#' @format A data frame with 92 rows and 10 variables:
#'
#' \describe{
#'   \item{investment}{fixed investment.}
#'   \item{income}{disposable income.}
#'   \item{consumption}{consumption expenditures.}
#'   \item{qtr}{time vector in quarterly intervals.}
#'   \item{linvestment}{log of fixed investment.}
#'   \item{dlinvestment}{first difference of the log of fixed investment.}
#'   \item{lincome}{log of disposable income.}
#'   \item{dlincome}{first difference of the log of disposable income.}
#'   \item{lconsumption}{log of consumption expenditures.}
#'   \item{dlconsumption}{first difference of the log of consumption expenditures.}
#' }
#'
#' @name lutkepohl_e1
#' @usage data(lutkepohl_e1)
#'
#'
#' @references
#'
#' Luetkepohl, (2006). \emph{New introduction to multiple time series analysis} (2nd ed.). Berlin: Springer.
#'
"lutkepohl_e1"