valueofstocks | R Documentation |

Value of Stocks Data

data(valueofstocks)

A multivariate quarterly time series from 1960(1) to 1977(3) with variables

- VST
value of stocks,

- MB
monetary base,

- RTPD
dollar rent on producer durables,

- RTPS
dollar rent on producer structures,

- XBC
production capacity for business output.

The data was originally studied by Woglom (1981), the data set is given in Krämer and Sonnberger (1986).

G. Woglom (1981),
A Reexamination of the Role of Stocks in the Consumption Function and the
Transmission Mechanism.
*Journal of Money, Credit and Banking* **13**, 215–220

W. Krämer & H. Sonnberger (1986),
*The Linear Regression Model Under Test*. Heidelberg: Physica

data(valueofstocks) lm(log(VST) ~., data=valueofstocks)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.