gdpG7

A dataset that contains the (seasonally adjusted) Gross
Domestic Product of the G7 nations from the first quarter of 1962 to the
fourth quarter of 2019

datasets

The nonparametric trend and its derivatives in equidistant time
series (TS) with long-memory errors can be estimated. The
estimation is conducted via local polynomial regression using an
automatically selected bandwidth obtained by a built-in iterative plug-in
algorithm or a bandwidth fixed by the user.
The smoothing methods of the package are described in Letmathe, S., Beran,
J. and Feng, Y., (2023) <doi:10.1080/03610926.2023.2276049>.

Dominik Schulz

esemifar

Smoothing Long-Memory Time Series

Yuanhua Feng

Jan Beran

Sebastian Letmathe

gdpG7 function

A data frame with 232 rows and 3 variables:<dl>
 <dt>year</dt>
<dd>the observation year</dd> <dt>quarter</dt>
<dd>the observation quarter in the given year</dd> <dt>gdp</dt>
<dd>the volume Index of the Gross Domestic Product of the G7 nations</dd>
</dl>

Format

Quarterly G7 GDP, Q1 1962 to Q4 2019 — gdpG7

A data frame with 232 rows and 3 variables:<dl>
 <dt>year</dt>
<dd>the observation year</dd>

 <dt>quarter</dt>
<dd>the observation quarter in the given year</dd>

 <dt>gdp</dt>
<dd>the volume Index of the Gross Domestic Product of the G7 nations</dd>


</dl>

gdpG7: Quarterly G7 GDP, Q1 1962 to Q4 2019

Description

Usage

Arguments

Format