100 monthly
observations on the consumer confidence index (cci) and seasonally
adjusted civilian unemployment (unemp) in the US, covering the
period June 1997 -- September 2005. The third column is an "terrorism" indicator variable taking value 1 from September 2001.
Usage
data(unemp.cci)
Arguments
Format
multiple time series
Source
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach,
Springer.