R/data.R

In zhan-gao/LasForecast: Time series linear predictive regression

#' Growth Rate of US industrial Production Index.
#'
#' A monthly dataset containing the growth rate of US Industrial Production Index
#' and other macroeconomic variables from 1960-01-01 to 2022-04-01. Note that all
#' variables have been rescaled to have sd of 1.
#'
#' @format A data frame with 748 rows and 110 variables:
#' \describe{
#'   \item{Ind_Growth_Rate}{monthly growth rate of US Industrial Production Index}
#'   \item{RPI}{real personal income}
#'   \item{W875RX1}{real personal income ex transfer receipts}
#'   ...
#' }
#' @source Industrial Production Index \url{https://fred.stlouisfed.org/series/INDPRO}
#'
#' Macroeconomic Factors \url{https://research.stlouisfed.org/econ/mccracken/fred-databases/}
"US_industry_prod"