NelPlo: Nelson-Plosser Macroeconomic Time Series
In tseries: Time Series Analysis and Computational Finance
NelPlo R Documentation
Nelson–Plosser Macroeconomic Time Series
Description
These are the extended Nelson-Plosser Data.
Usage
data(NelPlo)
Format
14 macroeconomic time series: cpi, ip, gnp.nom,
vel, emp, int.rate, nom.wages,
gnp.def, money.stock, gnp.real,
stock.prices, gnp.capita, real.wages, and
unemp and the joint series NelPlo.
Details
The series are of various lengths but all end in 1988.
The data set contains the following series:
consumer price index, industrial production, nominal GNP, velocity,
employment, interest rate, nominal wages, GNP deflator, money stock,
real GNP, stock prices (S&P500), GNP per capita, real wages,
unemployment.
Source
\bibshowNelson+Plosser:1982
Formerly in the Journal of Business and Economic Statistics data
archive, currently at
http://korora.econ.yale.edu/phillips/data/np&enp.dat.
References
\bibshowKoop+Steel:1994
tseries documentation built on Feb. 18, 2026, 9:07 a.m.
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| NelPlo | R Documentation |
Nelson–Plosser Macroeconomic Time Series
Description
These are the extended Nelson-Plosser Data.
Usage
data(NelPlo)
Format
14 macroeconomic time series: cpi, ip, gnp.nom,
vel, emp, int.rate, nom.wages,
gnp.def, money.stock, gnp.real,
stock.prices, gnp.capita, real.wages, and
unemp and the joint series NelPlo.
Details
The series are of various lengths but all end in 1988. The data set contains the following series: consumer price index, industrial production, nominal GNP, velocity, employment, interest rate, nominal wages, GNP deflator, money stock, real GNP, stock prices (S&P500), GNP per capita, real wages, unemployment.
Source
\bibshowNelson+Plosser:1982
Formerly in the Journal of Business and Economic Statistics data archive, currently at http://korora.econ.yale.edu/phillips/data/np&enp.dat.
References
\bibshowKoop+Steel:1994
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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