Raotbl1: Data set used by Dickey, Jansen and Thornton (1994)
In urca: Unit Root and Cointegration Tests for Time Series Data
Raotbl1 R Documentation
Data set used by Dickey, Jansen and Thornton (1994)
Description
This data set contains the time series used by David A. Dickey, Dennis
W. Jansen and Daniel L. Thornton in their article: “A Primer on
Cointegrating with an Application to Money and Income”.
Usage
data(Raotbl1)
Format
A data frame with quarterly oberservations (ts objects) starting in
1953:1 until 1988:4 for the following 4 variables (all transformed to
natural logarithms.
k Ratio of currency to total checkable deposits.
ksa seasonally adjusted series of k.
r3m Nominal 3 month T-Bill rate.
r10y Nominal yield on 10-year Government securities.
rgnp Real GNP.
Author(s)
Bernhard Pfaff
Source
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A
Primer on Cointegration with an Application to Money and Income, in:
Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter
2, Data Appendix, Table D.1.
urca documentation built on Sept. 9, 2022, 3:06 p.m.
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| Raotbl1 | R Documentation |
Data set used by Dickey, Jansen and Thornton (1994)
Description
This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.
Usage
data(Raotbl1)
Format
A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.
k | Ratio of currency to total checkable deposits. |
ksa | seasonally adjusted series of k. |
r3m | Nominal 3 month T-Bill rate. |
r10y | Nominal yield on 10-year Government securities. |
rgnp | Real GNP. |
Author(s)
Bernhard Pfaff
Source
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.1.
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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