UKconinc: Data set for the United Kingdom
In urca: Unit Root and Cointegration Tests for Time Series Data
UKconinc R Documentation
Data set for the United Kingdom
Description
This data set contains the series used by Hylleberg, S., R. F. Engle,
C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and
Cointegration, Journal of econometrics, 44, 215–238.
Usage
data(UKconinc)
Format
A data frame of quarterly data ranging from 1955:Q1
until 1984:Q4. The data is expressed in natural logarithms.
consl The log of total real consumption in the U.K.
incl The log of real disposable income in the U.K.
Author(s)
Bernhard Pfaff
Source
Journal of Applied Econometrics Data Archive
http://qed.econ.queensu.ca/jae/
References
Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990),
Seasonal Integration and Cointegration, Journal of econometrics,
44, 215–238.
urca documentation built on Sept. 9, 2022, 3:06 p.m.
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| UKconinc | R Documentation |
Data set for the United Kingdom
Description
This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.
Usage
data(UKconinc)
Format
A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.
consl | The log of total real consumption in the U.K. |
incl | The log of real disposable income in the U.K. |
Author(s)
Bernhard Pfaff
Source
Journal of Applied Econometrics Data Archive http://qed.econ.queensu.ca/jae/
References
Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.
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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