mcmisc: Quarterly Macroeconomic Time Series Data Set

In uroot: Unit Root Tests and Graphics for Seasonal Time Series

Description

This data set contains the macroeconomic time series used in the book Franses (1996).

Usage

      data("mcmisc")
   

Format

An .rda file which stores a list with objects of class ts.

Details

Available time series: (Each corresponding label in the list object appears in quotes.)

• "usaipi": Total Industrial Production Index for the United States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic Indicators. Remark: (1985=100).

• "canun": Unemployment in Canada. Sample: 1960.1 - 1987.4. Source: OECD Main Economic Indicators. Remark: measured in 1000 persons.

• "gergnp": Real GNP in Germany. Sample: 1960.1 - 1990.4. Source: Wolters (1992, p.424, note 4).

• "ukinvest": Table DA.3.4: Real Total Investment in the United Kindom. Sample: 1955.1 - 1988.4. Source: Osborn (1990).

• "usaipisa": Total Industrial Production Index for the United States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic Indicators. Remark: (1985=100), Seasonally Adjusted.

• "canunsa": Unemployment in Canada. Sample: 1960.1 - 1987.4. Source: OECD Main Economic Indicators. Remark: Seasonally Adjusted.

• "gergnpsa": Real GNP in Germany. Sample: 1960.1 - 1990.4. Source: Wolters (1992, p.424, note 4). Remark: Seasonally Adjusted.

• "ukgdp": United Kingdom gross domestic product. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukcons": United Kingdom total consumption. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukndcons": United Kindom nondurables consumption. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukexp": United Kindom exports of goods and services. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukimp": United Kindom imports of goods and services. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukpinvest": United Kindom public investment. Sample: 1962.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

• "ukwf": United Kindom workforce. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: consisting of workforce in employment and unemployment.

• "swndcpc": Real per capita non-durables consumption in Sweden. Sample: 1963.1 - 1988.1. Source: Assarsson (1991). Remark: measured in logs.

• "swdipc": Real per capita disposable income in Sweden. Sample: 1963.1 - 1988.1. Source: Assarsson (1991). Remark: measured in logs.

Source

P.H. Franses's homepage: http://www.few.eur.nl/few/people/franses/.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

uroot documentation built on May 2, 2019, 6:49 p.m.