euribor: Euribor data

In rvif: Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

Euribor data

Description

Data used in example 1 of Salmerón, García and García (2024) (subsection 4.1) on Euribor data.

Usage

data("euribor")

Format

A data frame with 47 observations on the following 5 variables:

E

Euribor (dependent variable, in percentage).

cte

Intercept.

HIPC

Harmonized index of consumer prices (in percentage).

BC

Balance of payments to net current account (millions of euros).

GD

Goverment deficit to net nonfinancial accounts (millions of euros).

Details

This dataset is originally used by Salmerón, Rodríguez and García (2020).

References

Salmerón, R., Rodríguez, A. and García, C.B. (2020). Diagnosis and quantification of the non-essential collinearity. Computational Statistics, 35(2), 647-666, doi: https://doi.org/10.1007/s00180-019-00922-x.

Salmerón, R., García, C.B. and García, J. (2025). A redefined Variance Inflation Factor: overcoming the limitations of the Variance Inflation Factor. Computational Economics, 65, 337-363, doi: https://doi.org/10.1007/s10614-024-10575-8.

Examples

  head(euribor, n=5)
  y = euribor[,1]
  x = euribor[,2:5]
  multicollinearity(y, x)

rvif documentation built on Sept. 9, 2025, 5:38 p.m.