Raotbl3: Data set used by Holden and Perman (1994)

In urca: Unit Root and Cointegration Tests for Time Series Data

Data set used by Holden and Perman (1994)

Description

This data set contains the time series used by Darryl Holden and Roger Perman in their article: “Unit Roots and Cointegration for the Economist".

Usage

data(Raotbl3)

Format

A data frame with quarterly data (ts objects) from the United Kingdom starting in 1966:4 until 1991:2 for the following 6 variables (all transformed to natural logarithms).

lc	Real consumption expenditure.
li	Real income.
lw	Real wealth.
dd682	Dummy variable for 68:2.
dd792	Dummy variable for 79:2.
dd883	Dummy variable for 88:3.

More details about the data are provided in the data appendix of Rao, “Cointegration for the Applied Economist" (see source below).

Author(s)

Bernhard Pfaff

Source

Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration for the Economist, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.

urca documentation built on Sept. 9, 2022, 3:06 p.m.