Raotbl5


  This data set contains the time series used by Pierre Perron in his
  article: ''Trend, Unit Root and Structural Change in Macroeconomic
  Time Series". 


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

Raotbl5 function

A data frame on real aggregate output for various countries; annual
  data starting in 1870 until 1986. <table><tr><td>
    <code>ita</code> </td>
</tr><tr><td> Italy. </td>
</tr><tr><td>
    <code>nor</code> </td>
</tr><tr><td> Norway. </td>
</tr><tr><td>
    <code>swe</code> </td>
</tr><tr><td> Sweden. </td>
</tr><tr><td>
    <code>ukg</code> </td>
</tr><tr><td> United Kingdom. </td>
</tr></table> For further details about the data see <em>Notes</em> in the data
  appendix `Table D.5' of Rao, ``Cointegration for the Applied
  Economist". 

Format

Pierre Perron (1994), Trend, Unit Root and Structural Change in
  Macroeconomic Time Series, in:  Cointegration for the Applied Economist,
  ed. B. Bhaskara Rao, chapter 4, Data Appendix, Table D.5.

Raotbl5: Data set used by Pierre Perron (1994)

Description

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