USeconomic

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

datasets

Package for time series analysis with emphasis on non-linear 
  and non-stationary modelling

Kurt Hornik

tseries

Package for time series analysis

USeconomic function

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

format

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

USeconomic: U.S. Economic Variables

Description

Usage

Arguments

format

source

Details