Raotbl7: Data set used by Glenn Otto (1994)
In urca: Unit Root and Cointegration Tests for Time Series Data
Raotbl7 R Documentation
Data set used by Glenn Otto (1994)
Description
This data set contains Canadian quarterly data used by Glenn Otto in his
article: “Diagnostic Testing: An Application to the Demand for M1".
Usage
data(Raotbl7)
Format
A data frame with quarterly data from 1956:1 until 1988:4.
m1 Money stock M1.
p Implicit price deflator for GDP, 1981=100.
gdp GDP at constant 1981 prices.
r 90-day prime corporate rate.
Author(s)
Bernhard Pfaff
Source
Glenn Otto (1994), Diagnostic Testing: An Application to the Demand
for M1, in: Cointegration for the Applied Economist,
ed. B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.
urca documentation built on May 29, 2024, 5:36 a.m.
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| Raotbl7 | R Documentation |
Data set used by Glenn Otto (1994)
Description
This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".
Usage
data(Raotbl7)Format
A data frame with quarterly data from 1956:1 until 1988:4.
m1 | Money stock M1. |
p | Implicit price deflator for GDP, 1981=100. |
gdp | GDP at constant 1981 prices. |
r | 90-day prime corporate rate. |
Author(s)
Bernhard Pfaff
Source
Glenn Otto (1994), Diagnostic Testing: An Application to the Demand for M1, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.
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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