SW2009: US macroeconomic data set from Stock and Watson (2009)
In johannestang/macrods: A collection of macroeconomic datasets.
Description
Usage
Format
Source
References
Description
A dataset containing 187 monthly US macroeconomic variables
spanning the period 1959-2006. The dataset is from Stock and Watson (2009).
Usage
1
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
- desc:
A matrix containing descriptions of the variables.
- shortnames:
Short names of the variables.
- longnames:
Description of the variables.
Source
http://www.princeton.edu/~mwatson/ddisk/hendryfestschrift_replicationfiles_April28_2008.zip.
References
Stock, J. and M. Watson (2009). Forecasting in dynamic factor models subject to structural instability. In J. Castle and N. Shephard (Eds.), The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry, pp. 173-205. Oxford University Press.
johannestang/macrods documentation built on May 19, 2019, 3:02 p.m.
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Description Usage Format Source References
Description
A dataset containing 187 monthly US macroeconomic variables spanning the period 1959-2006. The dataset is from Stock and Watson (2009).
Usage
1 |
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
- desc:
A matrix containing descriptions of the variables.
- shortnames:
Short names of the variables.
- longnames:
Description of the variables.
Source
http://www.princeton.edu/~mwatson/ddisk/hendryfestschrift_replicationfiles_April28_2008.zip.
References
Stock, J. and M. Watson (2009). Forecasting in dynamic factor models subject to structural instability. In J. Castle and N. Shephard (Eds.), The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry, pp. 173-205. Oxford University Press.
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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