Raotbl6

<p>This data set contains quarterly data for the U.S.A. in Yash
  P. Mehra's article: ``Wage Growth and the Inflation Process: An
  Empirical Approach" for his wage-price equations.</p>

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

Raotbl6 function

<p>A data frame with quarterly data from 1959:1 until 1989:3.</p>  
<p></p><table class="table">
<tr><td><code>rgnp</code></td><td>Real GNP.</td></tr>
<tr><td><code>pgnp</code></td><td>Potential real GNP.</td></tr>
<tr><td><code>ulc</code></td><td>Unit labor cost.</td></tr>
<tr><td><code>gdfco</code></td><td>Fixed weight deflator for personal consumption
    expenditure excluding food and energy.</td></tr>
<tr><td><code>gdf</code></td><td>Fixed weight GNP deflator.</td></tr>
<tr><td><code>gdfim</code></td><td>Fixed weight import deflator.</td></tr>
<tr><td><code>gdfcf</code></td><td>Fixed weight deflator for food in personal consumption
    expenditure.</td></tr>
<tr><td><code>gdfce</code></td><td>Fixed weight deflator for energy in personal
    consumption expenditure.</td></tr>
</table><p></p><p>
</p><p>Further details about the data can be found in the data appendix of
  Rao, ``Cointegration for the Applied Economist".</p>

Format

Author

Data set used by Yash P. Mehra (1994) — Raotbl6

<p>A data frame with quarterly data from 1959:1 until 1989:3.</p>  
<p></p><table class='table'>
<tr><td><code>rgnp</code></td><td>Real GNP.</td></tr>
<tr><td><code>pgnp</code></td><td>Potential real GNP.</td></tr>
<tr><td><code>ulc</code></td><td>Unit labor cost.</td></tr>
<tr><td><code>gdfco</code></td><td>Fixed weight deflator for personal consumption
    expenditure excluding food and energy.</td></tr>
<tr><td><code>gdf</code></td><td>Fixed weight GNP deflator.</td></tr>
<tr><td><code>gdfim</code></td><td>Fixed weight import deflator.</td></tr>
<tr><td><code>gdfcf</code></td><td>Fixed weight deflator for food in personal consumption
    expenditure.</td></tr>
<tr><td><code>gdfce</code></td><td>Fixed weight deflator for energy in personal
    consumption expenditure.</td></tr>
</table>


<p>Further details about the data can be found in the data appendix of
  Rao, ``Cointegration for the Applied Economist".</p>

Raotbl6: Data set used by Yash P. Mehra (1994)

Description

Usage

Arguments

Format

Author

`rgnp`	Real GNP.
`pgnp`	Potential real GNP.
`ulc`	Unit labor cost.
`gdfco`	Fixed weight deflator for personal consumption expenditure excluding food and energy.
`gdf`	Fixed weight GNP deflator.
`gdfim`	Fixed weight import deflator.
`gdfcf`	Fixed weight deflator for food in personal consumption expenditure.
`gdfce`	Fixed weight deflator for energy in personal consumption expenditure.