ipi91: Industrial Production Index (IPI) of France, Germany, Italy,...

In esmucler/gdpc: Generalized Dynamic Principal Components

Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan

Description

Six series corresponding to the Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan. Monthly data from January 1991 to December 2012.

Usage

data(ipi91)

Format

A matrix time series with 264 observations on the following 6 variables.

France

IPI of France.

Germany

IPI of Germany.

Italy

IPI of Italy.

United Kingdom

IPI of United Kingdom.

USA

IPI of USA.

Japan

IPI of Japan.

Examples

data(ipi91)
plot(ipi91, plot.type = 'multiple', main = 'Industrial Production Index')
## Not run: 
#Compute first GDPC with nine lags; this may take a bit.
gdpc_ipi <- gdpc(ipi91, 9, niter_max = 1500)
#Plot the component
plot(gdpc_ipi, which = 'Component', ylab = '')
#Get reconstruction of the time series and plot
recons <- fitted(gdpc_ipi)
colnames(recons) <- colnames(ipi91)
plot(recons, main = 'Fitted values')

## End(Not run)

esmucler/gdpc documentation built on Nov. 23, 2023, 5:39 p.m.