astsa (version 1.6)

econ5: Five Quarterly Economic Series

Description

Data frame containing quarterly U.S. unemployment, GNP, consumption, and government and private investment, from 1948-III to 1988-II.

Usage

data(econ5)

Arguments

Format

A data frame with 161 observations (rows) on the following 5 numeric variables (columns): unemp, gnp, consum, govinv, prinv.

Source

Young, P.C. and Pedregal, D.J. (1999). Macro-economic relativity: government spending, private investment and unemployment in the USA 1948-1998. Structural Change and Economic Dynamics, 10, 359-380.

References

http://www.stat.pitt.edu/stoffer/tsa4/