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

Eric Zivot

Matthieu Stigler

Raotbl5 function

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

Format

Author

Data set used by Pierre Perron (1994) — Raotbl5

A data frame on real aggregate output for various countries; annual
 data starting in 1870 until 1986. 
<table class='table'>
<tr><td><code>ita</code></td><td>Italy.</td></tr>
<tr><td><code>nor</code></td><td>Norway.</td></tr>
<tr><td><code>swe</code></td><td>Sweden.</td></tr>
<tr><td><code>ukg</code></td><td>United Kingdom.</td></tr>
<tr><td><code>usa</code></td><td>United States of America.</td></tr>
</table>


For further details about the data see Notes in the data
 appendix `Table D.5' of Rao, ``Cointegration for the Applied
 Economist".

Raotbl5: Data set used by Pierre Perron (1994)

Description

Usage

Arguments

Format

Author

`ita`	Italy.
`nor`	Norway.
`swe`	Sweden.
`ukg`	United Kingdom.
`usa`	United States of America.