NelPlo: Nelson-Plosser macroeconomic time series
In dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
NelPlo R Documentation
Nelson-Plosser macroeconomic time series
Description
A subset of Nelson-Plosser data.
Usage
data(NelPlo)
Format
The format is:
mts [1:43, 1:2] -4.39 3.12 1.08 -1.50 3.91 ...
- attr(*, "tsp")= num [1:3] 1946 1988 1
- attr(*, "class")= chr [1:2] "mts" "ts"
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:2] "ip" "stock.prices"
Details
The series are 100*diff(log()) of
industrial production and stock prices (S&P500) from 1946 to 1988.
Source
The complete data set is available in package tseries.
Examples
data(NelPlo)
plot(NelPlo)
dlm documentation built on Nov. 28, 2022, 5:11 p.m.
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| NelPlo | R Documentation |
Nelson-Plosser macroeconomic time series
Description
A subset of Nelson-Plosser data.
Usage
data(NelPlo)
Format
The format is: mts [1:43, 1:2] -4.39 3.12 1.08 -1.50 3.91 ... - attr(*, "tsp")= num [1:3] 1946 1988 1 - attr(*, "class")= chr [1:2] "mts" "ts" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "ip" "stock.prices"
Details
The series are 100*diff(log()) of
industrial production and stock prices (S&P500) from 1946 to 1988.
Source
The complete data set is available in package tseries.
Examples
data(NelPlo) plot(NelPlo)
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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