EconomicUK: Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4

In portes: Portmanteau Tests for Time Series Models

Quarterly U.K. economic time series from 1957 Q3 to 1967 Q4

Description

The data are quarterly, seasonally unadjusted in 1958 prices, covering the period 1957/3-1967/4 (with 7 series each with 42 observations), as published in Economic Trends, with information about consumers' expenditure on goods and services, Investment, inventory investment, imports of goods and services, gross domestic product, and personal disposable income. Prothero and Wallis (1976) fitted several models to each series and compared their performance with a multivariate model.

Usage

data("EconomicUK")

Format

A data frame with 42 observations on the following 8 variables.

Cd

consumers' expenditure on durable goods

Cn

consumers' expenditure on all other goods and services

I

investment (gross domestic fixed capital formation)

Iv

inventory investment (value of physical increase in stocks and work in progress)

M

imports of goods and services

Y

gross domestic product

Yd

personal disposable income

year

year with attributed number associated to quarterly period

Source

The data are quarterly, seasonally unadjusted in 1958 prices, covering the period 1957/3-1967/4 (42 observations), as published in Economic Trends.

References

David L. Prothero and Kenneth F. Wallis (1976). "Modelling macroeconomic time series (with discussion)", Journal of the Royal Statistical Society, A, Vol.139, Part 4, pp.468-500.

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