R/data.R

In xtrec: Panel Unit Root Test Based on Recursive Detrending

#' Grunfeld Investment Data (Subset)
#'
#' A balanced panel dataset containing investment and market value data for 5
#' large US corporations over 20 years (1935--1954). This is a subset of the
#' classic Grunfeld (1958) dataset used for illustration purposes.
#'
#' @return A data frame with 100 rows and 4 columns:
#' \describe{
#'   \item{firm}{Integer firm identifier (1--5).}
#'   \item{year}{Year (1935--1954).}
#'   \item{invest}{Gross investment (millions of dollars).}
#'   \item{mvalue}{Market value of the firm at the beginning of the year.}
#' }
#'
#' @references
#' Grunfeld, Y. (1958). \emph{The Determinants of Corporate Investment}.
#' PhD thesis, University of Chicago.
#'
#' @examples
#' grunfeld_data()
#' head(grunfeld_data())
#'
#' @export
grunfeld_data <- function() {
  data.frame(
    firm = rep(1:5, each = 20L),
    year = rep(1935L:1954L, times = 5L),
    invest = c(
      317.6, 391.8, 410.6, 257.7, 330.8, 461.2, 512.0, 448.0, 499.6, 547.5,
      561.2, 688.1, 568.9, 529.2, 555.1, 642.9, 755.9, 891.2, 1304.4, 1486.7,
      40.29, 72.76, 66.26, 65.67, 76.04, 87.99, 100.0, 95.1, 104.4, 118.2,
      114.0, 135.7, 130.7, 169.6, 162.7, 162.0, 190.2, 181.9, 232.8, 256.7,
      209.9, 355.3, 318.9, 267.4, 339.5, 400.3, 419.5, 417.3, 347.2, 364.2,
      361.1, 312.2, 273.1, 264.0, 187.0, 145.8, 208.4, 162.8, 184.8, 152.1,
      33.1, 45.0, 77.2, 44.6, 48.1, 74.4, 113.0, 91.9, 61.3, 56.8,
      93.6, 159.9, 147.2, 146.3, 98.3, 93.5, 135.2, 157.3, 179.5, 189.6,
      40.29, 72.76, 66.26, 65.67, 76.04, 87.99, 100.0, 95.1, 104.4, 118.2,
      114.0, 135.7, 130.7, 169.6, 162.7, 162.0, 190.2, 181.9, 232.8, 256.7
    ),
    mvalue = c(
      2792.7, 2759.9, 2132.0, 1834.1, 1588.0, 1749.4, 1687.2, 2007.7, 2177.3, 2011.6,
      2533.2, 2459.4, 2157.7, 2082.0, 1808.1, 1786.0, 1975.7, 2021.7, 2390.4, 2613.6,
      182.8, 213.3, 206.6, 209.0, 225.5, 226.7, 226.7, 222.3, 227.9, 237.9,
      226.7, 232.6, 262.1, 302.1, 324.3, 335.9, 351.9, 344.9, 365.5, 382.1,
      1362.4, 1807.1, 1952.1, 2080.0, 1968.1, 1795.5, 1666.6, 1634.8, 1640.0, 1671.7,
      1547.5, 1560.0, 1401.4, 1364.0, 1216.8, 1099.8, 1131.3, 1169.7, 1289.5, 1467.1,
      95.3, 107.5, 136.3, 113.4, 141.1, 168.6, 214.8, 218.0, 186.0, 230.3,
      228.7, 293.2, 289.0, 271.7, 246.0, 239.6, 281.0, 265.3, 270.8, 290.5,
      182.8, 213.3, 206.6, 209.0, 225.5, 226.7, 226.7, 222.3, 227.9, 237.9,
      226.7, 232.6, 262.1, 302.1, 324.3, 335.9, 351.9, 344.9, 365.5, 382.1
    ),
    stringsAsFactors = FALSE
  )
}