R/data.R

#' Personal Savings as a Percent of Disposable Personal Income
#' 
#' 100 seasonally adjusted quarterly observations for the years 1955 to 1979.
#' 
#' @format A single vector; read across each line and then down.
#' 
#' @source Originally from the U.S. Department of Commerse. Also appeared as Case 2 in Pankrantz (1983).
#' 
#' 
"savings.rate"



#' Change in Business Inventories
#' 
#' A seasonally adjusted time series data object containing 60 observations from the first quarter of 1955 to the fourth quarter of 1969 in units of billions of dollars.
#' 
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#' 
#' @source Business Conditions Digest, November 1979.  Also appeared as Case 1 in Pankrantz (1983).
#' 
"change.inventory.tsd"




#' AT&T Stock Price
#' 
#' Weekly closing price of AT&T common stock  from 1979 (in dollars) containing 52 observations.
#' 
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#' 
#' @source Wall Stret Journal.  Also appeared as Case 6 in Pankrantz (1983).
#' 
"att.stock.tsd"


#' Boston Armed Robberies
#' 
#' Monthly observations from January 1966 to October 1975.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' 
#' @source Originally analyzed by Deutch and Alt (1977).  Also appeared as Case 11 in Pankrantz (1983).
#' 
"boston.robberies.tsd"



#' Machine-Tool Shipments
#' 
#' Monthly observations from January 1968 to December 1974.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' 
#' @source Survey of Current Business, U.S. Department of Commerse.  Also appeared as Case 12 in Pankrantz (1983).
#' 
"machine.tool.ship.tsd"



#' Simulated Time Series A
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1985 to January 2001.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnsa.tsd"

#' Simulated Time Series B
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1989 to July 2001.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnsb.tsd"

#' Simulated Time Series C
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1991 to January 2007.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnsc.tsd"

#' Simulated Time Series D
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1994 to December 2018.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnsd.tsd"

#' Simulated Time Series E
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1985 to December 2003.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnse.tsd"

#' Simulated Time Series F
#' 
#' Simulated data from a non-stationary ARIMA model. Monthly data from January 1991 to December 2015.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simnsf.tsd"


#' Simulated Time Series 04
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1975 to August 1991.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta04.tsd"


#' Simulated Time Series 05
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1995 to April 2003.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta05.tsd"


#' Simulated Time Series 06
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1996 to August 2012.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta06.tsd"


#' Simulated Time Series 07
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1979 to June 1991.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta07.tsd"


#' Simulated Time Series 08
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1989 to June 2001.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta08.tsd"


#' Simulated Time Series 09
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1986 to June 1998.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta09.tsd"


#' Simulated Time Series 11
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1988 to August 2004.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta11.tsd"


#' Simulated Time Series 13
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1990 to August 2006.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta13.tsd"


#' Simulated Time Series 15
#' 
#' Simulated data from a stationary ARMA model. Monthly data from January 1992 to August 2008.
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#'  @source Simulated.
#' 
"simsta15.tsd"



#' Airline Passenger Numbers
#' 
#' Monthly data on the number of international airline passengers between January 1949 and December 1960.
#' 
#' @format A single vector; read across each line and then down.
#' 
#' @source Brown (1962). Also, used as an example in Chapters 2 and 5 of Box and Jenkins (1970).
#' 
"Passengers"


#' Female Unemployment Rate
#' 
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source  Unknown
#' 
"female.unemployment.tsd"



#' Device Inventory Levels
#' 
#' Monthly data on the inventroy levels of a device in hundreds of units. Data run from Janaury 1984 to December 1994.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source  Unknown
#' 
"device.inventory.tsd"


#' Gas and Oil Consumption
#' 
#' Quarterly values between Q1 of 1967 to Q4 of 1982.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Unknown
#' 
"gas.oil.tsd"


#' Gas Furnace Input Rate
#' 
#' The gas inlet rate for a gas furnace.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Used as an example in Chapter 10 of Box and Jenkins (1970).
#' 
"gasrx.tsd"



#' Gas Furnace Percent CO2 Output
#' 
#' 
#' The percent CO2 in the output of a gas furnace.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source  Used in Chapter 10 of Box and Jenkins (1970)
#' 
"gasry.tsd"


#' Housing Starts
#' 
#' 
#' Monthly observations from January 1966 to December 1974.
#' 
#' 
#' @format A single vector; read across each line and then down.
#' 
#' @source U.S. Bureau of the Census, Construction Reports. Also was provided as an example in the S and S-Plus software systems.
#' 
"hstart"


#' Male Unemployment Rate
#' 
#' 
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Unknown
#' 
"male.unemployment.tsd"


#' Ohio Elecricity Consumption
#' 
#' Ohio electricity consumption bewtween January 1954 to October 1970.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Used as an example in Mabert (1975).
#' 
"ohio.tsd"


#' Ozone Air Polution Values
#' 
#' Ozone oxidant concertration (parts per hundred million) in downtown Los Angeles from January 1955 to December 1972.
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Used as an example in Box and Tiao (1975)
#' 
"ozone.tsd"



#' Wolfer Sunspot Numbers
#' 
#' Wolfer sunspot numbers between 1770 and 1869 (100 observations)
#' 
#' @format A time series data object (created with function tsd).
#' 
#' @source Used as an example in Chapter 10 Box and Jenkins (1970).
#' 
"spot.tsd"
wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.