Raotbl3: Data set used by Holden and Perman (1994)
In urca: Unit Root and Cointegration Tests for Time Series Data
Raotbl3 R Documentation
Data set used by Holden and Perman (1994)
Description
This data set contains the time series used by Darryl Holden and Roger
Perman in their article: “Unit Roots and Cointegration for the Economist".
Usage
data(Raotbl3)
Format
A data frame with quarterly data (ts objects) from the United Kingdom
starting in 1966:4 until 1991:2 for the following 6 variables (all
transformed to natural logarithms).
lc Real consumption expenditure.
li Real income.
lw Real wealth.
dd682 Dummy variable for 68:2.
dd792 Dummy variable for 79:2.
dd883 Dummy variable for 88:3.
More details about the data are provided in the data appendix of Rao,
“Cointegration for the Applied Economist" (see source below).
Author(s)
Bernhard Pfaff
Source
Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration
for the Economist, in: Cointegration for the Applied Economist,
ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.
urca documentation built on May 29, 2024, 5:36 a.m.
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.
| Raotbl3 | R Documentation |
Data set used by Holden and Perman (1994)
Description
This data set contains the time series used by Darryl Holden and Roger Perman in their article: “Unit Roots and Cointegration for the Economist".
Usage
data(Raotbl3)Format
A data frame with quarterly data (ts objects) from the United Kingdom starting in 1966:4 until 1991:2 for the following 6 variables (all transformed to natural logarithms).
lc | Real consumption expenditure. |
li | Real income. |
lw | Real wealth. |
dd682 | Dummy variable for 68:2. |
dd792 | Dummy variable for 79:2. |
dd883 | Dummy variable for 88:3. |
More details about the data are provided in the data appendix of Rao, “Cointegration for the Applied Economist" (see source below).
Author(s)
Bernhard Pfaff
Source
Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration for the Economist, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.