Raotbl3


  This data set contains the time series used by Darryl Holden and Roger
  Perman in their article: ``Unit Roots and Cointegration for the Economist". 


datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Raotbl3 function

A data frame with quarterly data (ts objects) from the United Kingdom
  starting in 1966:4 until 1991:2 for the following 6 variables (all
  transformed to natural logarithms). <table><tr><td>
    <code>lc</code> </td>
</tr><tr><td> Real consumption expenditure. </td>
</tr><tr><td>
    <code>li</code> </td>
</tr><tr><td> Real income. </td>
</tr><tr><td>
    <code>lw</code> </td>
</tr><tr><td> Real wealth. </td>
</tr><tr><td>
    <code>dd682</code> </td>
</tr><tr><td> Dummy variable for 68:2. </td>
</tr><tr><td>
    <code>dd792</code> </td>
</tr><tr><td> Dummy variable for 79:2. </td>
</tr></table> More details about the data are provided in the data appendix of Rao,
  ``Cointegration for the Applied Economist" (see source below).

Format

Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration
  for the Economist, in:  Cointegration for the Applied Economist,
  ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.

Raotbl3: Data set used by Holden and Perman (1994)

Description

Usage

Arguments

Format

Source