tseries (version 0.10-2)

USeconomic: U.S. Economic Variables

Description

This is the E.3 example data set of Luetkepohl (1991).

Usage

data(USeconomic)

Arguments

format

4 univariate time series M1, GNP, rs, and rl and the joint series USeconomic containing the logarithm of M1, the logarithm of GNP, rs, and rl.

source

Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, 500--503.

Details

It contains seasonally adjusted real U.S. money M1 and GNP in 1982 Dollars; discount rate on 91-Day treasury bills rs and yield on long-term treasury bonds rl.