VGAM (version 0.7-10)

usagrain: USA Grain Prices Data

Description

A 4-column matrix.

Usage

data(usagrain)

source

Ahn and Reinsel (1988)

Details

Monthly averages of grain prices in the United States for wheat flour, corn, wheat, and rye for the period January 1961 through October 1972. The units are US dollars per 100 pound sack for wheat flour, and per bushel for corn, wheat and rye.

References

Ahn, S. K and Reinsel, G. C. (1988) Nested reduced-rank autoregressive models for multiple time series. Journal of the American Statistical Association, 83, 849--856.

Examples

cgrain = scale(usagrain, scale=FALSE)   # Center the time series only
fit = vglm(cgrain ~ 1, rrar(Rank=c(4,1)),
           eps=1e-3, step=0.5, trace=TRUE, maxit=40)
summary(fit)