Description Usage Format Source References Examples
Monthly consumer price index data for 13 OECD countries.
1 | data("OECDcpi")
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A monthly multiple time series from 1957(1) to 1994(10) with 13 variables.
Consumer price index for the USA.
Consumer price index for the UK.
Consumer price index for Belgium.
Consumer price index for France.
Consumer price index for Germany.
Consumer price index for Italy.
Consumer price index for Luxemburg.
Consumer price index for the Netherlands.
Consumer price index for Norway.
Consumer price index for Canada.
Consumer price index for Japan.
Consumer price index for Finland.
Consumer price index for Spain.
Journal of Applied Econometrics Data Archive for Culver and Papell (1997).
http://qed.econ.queensu.ca/jae/datasets/culver001/
Culver SE, Papell DH (1997). Is There a Unit Root in the Inflation Rate? Evidence from Sequential Break and Panel Data Models. Journal of Applied Econometrics, 12(4), 435–444.
1 2 3 4 5 6 7 | data("OECDcpi")
library("CADFtest")
## selected values from Culver and Papell, Table I
CADFtest(diff(log(OECDcpi[, "Belgium"])), type = "drift", data = OECDcpi, max.lag.y = 12)
CADFtest(diff(log(OECDcpi[, "UK"])), type = "drift", data = OECDcpi, max.lag.y = 13)
CADFtest(diff(log(OECDcpi[, "US"])), type = "drift", data = OECDcpi, max.lag.y = 16)
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