Six series corresponding to the Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan. Monthly data from January 1991 to December 2012.
A matrix time series with 264 observations on the following 6 variables.
IPI of France.
IPI of Germany.
IPI of Italy.
IPI of United Kingdom.
IPI of USA.
IPI of Japan.
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data(ipi91) plot(ipi91, plot.type = 'multiple', main = 'Industrial Production Index') ## Not run: #Compute first GDPC with nine lags; this may take a bit. gdpc_ipi <- gdpc(ipi91, 9, niter_max = 1500) #Plot the component plot(gdpc_ipi, which = 'Component', ylab = '') #Get reconstruction of the time series and plot recons <- fitted(gdpc_ipi) colnames(recons) <- colnames(ipi91) plot(recons, main = 'Fitted values') ## End(Not run)
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