R/USGDPshort.R

In nmecsys/nowcasting: Predicting Economic Variables using Dynamic Factor Models

#' @name  USGDPshort
#' @title Example of replication files in Banbura et al. 2011
#' @docType data
#' @format  A \code{list} with 2 elements: 
#' 
#' \itemize{
#' \item \code{base} is a \code{mts} with 26 series and 358 observations. There are missing values;
#' \item \code{legend} is a \code{data.frame} with specifications of the series in USGDPshort$base.
#' }
#' @description Dataset available to replicate the results in \emph{Banbura et al. 2011}. 
#' @usage USGDPshort
#' @source This dataset is available as \emph{replication files} of the seminal work \emph{Banbura et al 2011}.
#'  One can find these \emph{replication files} in the following url: \url{https://www.newyorkfed.org/research/economists/giannone/pub}
#' @references Banbura, M., Giannone, D. & Reichlin, L. (2011). Nowcasting. Oxford Handbook on Economic Forecasting, ed. by M. P. Clements, and D. F. Hendry, pp. 63-90. Oxford University Press.

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