U.S. Economic Variables
This is the E.3 example data set of Luetkepohl (1991).
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
4 univariate time series
rl and the joint series
USeconomic containing the
M1, the logarithm of
Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, pp. 500-503.