sw_dcf: Stock and Watson Dynamic Common Factor Data Set
In kalmanfilter: Kalman Filter
sw_dcf R Documentation
Stock and Watson Dynamic Common Factor Data Set
Description
Stock and Watson Dynamic Common Factor Data Set
Usage
data(sw_dcf)
Format
data.table with columns DATE, VARIABLE, VALUE, and MATURITY
The data is monthly frequency with variables ip (industrial production),
gmyxpg (total personal income less transfer payments in 1987 dollars),
mtq (total manufacturing and trade sales in 1987 dollars),
lpnag (employees on non-agricultural payrolls), and
dcoinc (the coincident economic indicator)
Source
Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
kalmanfilter documentation built on May 29, 2024, 6:10 a.m.
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| sw_dcf | R Documentation |
Stock and Watson Dynamic Common Factor Data Set
Description
Stock and Watson Dynamic Common Factor Data Set
Usage
data(sw_dcf)
Format
data.table with columns DATE, VARIABLE, VALUE, and MATURITY The data is monthly frequency with variables ip (industrial production), gmyxpg (total personal income less transfer payments in 1987 dollars), mtq (total manufacturing and trade sales in 1987 dollars), lpnag (employees on non-agricultural payrolls), and dcoinc (the coincident economic indicator)
Source
Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
R Package Documentation
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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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