unempcci: Unemployment and the CCI

Description Usage Format Source References Examples

Description

100 monthly observations on the consumer confidence index (cci) and seasonally adjusted civilian unemployment (unemp) in the US, covering the period June 1997 – September 2005. The third column is an "terrorism" indicator variable taking value 1 from September 2001.

Usage

1

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

1
plot(unemp.cci[,1:2],main="Unemployment and the CCI",xlab="Year")

expsmooth documentation built on May 2, 2019, 4:21 a.m.