valueofstocks: Value of Stocks

In lmtest: Testing Linear Regression Models

Value of Stocks

Description

Value of Stocks Data

Usage

data(valueofstocks)

Format

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.

Source

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

References

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

Examples

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

lmtest documentation built on March 22, 2022, 1:06 a.m.