votingJNP2014

A dataset containing the aggregate support for Canadian political
parties and economic indicators from Canada and the United States.

datasets

Estimation and inference using the Fractionally Cointegrated
Vector Autoregressive (VAR) model. It includes functions for model specification,
including lag selection and cointegration rank selection, as well as a comprehensive
set of options for hypothesis testing, including tests of hypotheses on the
cointegrating relations, the adjustment coefficients and the fractional
differencing parameters.
An article describing the FCVAR model with examples is available on the Webpage
<https://sites.google.com/view/mortennielsen/software>.

Lealand Morin

FCVAR

Estimation and Inference for the Fractionally Cointegrated VAR

Morten Nielsen

Michal Popiel

votingJNP2014 function

A data frame with 316 rows and 6 variables:<dl class="dl-horizontal">
 <dt>lib</dt><dd>aggregate support for the Liberal party</dd>
 <dt>pc</dt><dd>aggregate support for the Conservative party</dd>
 <dt>ir_can</dt><dd>Canadian 3-month T-bill rates</dd>
 <dt>ir_us</dt><dd>US 3-month T-bill rates</dd>
 <dt>un_can</dt><dd>Canadian unemployment rate</dd>
 <dt>un_us</dt><dd>US unemployment rate</dd>
</dl>

Format

Aggregate support for Canadian political parties. — votingJNP2014

A data frame with 316 rows and 6 variables:<dl class='dl-horizontal'>
 <dt>lib</dt><dd>aggregate support for the Liberal party</dd>
 <dt>pc</dt><dd>aggregate support for the Conservative party</dd>
 <dt>ir_can</dt><dd>Canadian 3-month T-bill rates</dd>
 <dt>ir_us</dt><dd>US 3-month T-bill rates</dd>
 <dt>un_can</dt><dd>Canadian unemployment rate</dd>
 <dt>un_us</dt><dd>US unemployment rate</dd>
</dl>

votingJNP2014: Aggregate support for Canadian political parties.

Description

Usage

Arguments

Format