bev

0th

Percentile

Beveridge Wheat Price Index, 1500--1869.

Contains the well-known Beveridge Wheat Price Index which gives annual price data from 1500 to 1869, averaged over many locations in western and central Europe.

Keywords
datasets
Usage
data(bev)
Details

This data provides an example of long memory time series which has the appearance of being nonstationary in levels and yet also appears overdifferenced. See, e.g., Baillie (1996).

format

A univariate time series with 370 observations. The object is of class "ts".

source

Time Series Data Library: http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/

References

R. T. Baillie (1996): Long Memory Processes and Fractional Integration in Econometrics. Journal of Econometrics, 73, 5--59.

Aliases
  • bev
Documentation reproduced from package tseries, version 0.10-5, License: GPL (see file COPYING)

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