Raotbl5: Data set used by Pierre Perron (1994)

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

Data set used by Pierre Perron (1994)

Description

This data set contains the time series used by Pierre Perron in his article: ”Trend, Unit Root and Structural Change in Macroeconomic Time Series".

Usage

data(Raotbl5)

Format

A data frame on real aggregate output for various countries; annual data starting in 1870 until 1986.

ita	Italy.
nor	Norway.
swe	Sweden.
ukg	United Kingdom.
usa	United States of America.

For further details about the data see Notes in the data appendix ‘Table D.5’ of Rao, “Cointegration for the Applied Economist".

Author(s)

Bernhard Pfaff

Source

Pierre Perron (1994), Trend, Unit Root and Structural Change in Macroeconomic Time Series, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 4, Data Appendix, Table D.5.

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