USeconomic

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

datasets

Package for time series analysis and computational finance

Kurt Hornik

tseries

Time series analysis and computational finance

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

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source

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