WestGerman

Quarterly, seasonally adjusted, West German fixed investment, disposable income, consumption expenditures in billions of DM, 
1960Q1-1982Q4.

datasets

Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.

Esam Mahdi

portes

Portmanteau Tests for Time Series Models

WestGerman function

A data frame with 92 observations on the following 3 variables.<dl>
 <dt><code>invest</code></dt>
<dd>a numeric vector denotes the investment in billions of DM</dd> <dt><code>income</code></dt>
<dd>a numeric vector denotes the income in billions of DM</dd> <dt><code>cons</code></dt>
<dd>a numeric vector denotes the consumption expenditures in billions of DM</dd> 
</dl>

Format

Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4 — WestGerman

A data frame with 92 observations on the following 3 variables.<dl>
 <dt><code>invest</code></dt>
<dd>a numeric vector denotes the investment in billions of DM</dd>

 <dt><code>income</code></dt>
<dd>a numeric vector denotes the income in billions of DM</dd>

 <dt><code>cons</code></dt>
<dd>a numeric vector denotes the consumption expenditures in billions of DM</dd>

 
</dl>

WestGerman: Quarterly, West German Investment, Income, and Consumption: 1960Q1-1982Q4

Description

Usage

Arguments

Format

References