barry: Time series of PPI used as example in Bierens and Martins...
In tsDyn: Nonlinear Time Series Models with Regime Switching
barry R Documentation
Time series of PPI used as example in Bierens and Martins (2010)
Description
This data set contains the series used by Bierens and Martins
for testing for PPI between Canada and US.
Usage
data(barry)
Format
A data frame with 324 monthly observations,
ranging from 1973:M1 until 1999:M12.
dolcan Exchange rate US/Can dollar.
cpiUSA US Consumer Price Index.
cpiCAN Canada Consumer Price Index.
Author(s)
Matthieu Stigler
Source
Bierens, H. and Martins, L. (2010), Time Varying Cointegration,
tsDyn documentation built on Feb. 16, 2023, 6:57 p.m.
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| barry | R Documentation |
Time series of PPI used as example in Bierens and Martins (2010)
Description
This data set contains the series used by Bierens and Martins for testing for PPI between Canada and US.
Usage
data(barry)
Format
A data frame with 324 monthly observations, ranging from 1973:M1 until 1999:M12.
dolcan | Exchange rate US/Can dollar. |
cpiUSA | US Consumer Price Index. |
cpiCAN | Canada Consumer Price Index. |
Author(s)
Matthieu Stigler
Source
Bierens, H. and Martins, L. (2010), Time Varying Cointegration,
R Package Documentation
Browse R Packages
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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