Raotbl7

<p>This data set contains Canadian quarterly data used by Glenn Otto in his
  article: ``Diagnostic Testing: An Application to the Demand for M1".</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

Raotbl7 function

<p>A data frame with quarterly data from 1956:1 until 1988:4.</p>  
<p></p><table class="table">
<tr><td><code>m1</code></td><td>Money stock M1.</td></tr>
<tr><td><code>p</code></td><td>Implicit price deflator for GDP, 1981=100.</td></tr>
<tr><td><code>gdp</code></td><td>GDP at constant 1981 prices.</td></tr>
<tr><td><code>r</code></td><td>90-day prime corporate rate.</td></tr>
</table><p></p><p></p>

Format

Author

Data set used by Glenn Otto (1994) — Raotbl7

<p>A data frame with quarterly data from 1956:1 until 1988:4.</p>  
<p></p><table class='table'>
<tr><td><code>m1</code></td><td>Money stock M1.</td></tr>
<tr><td><code>p</code></td><td>Implicit price deflator for GDP, 1981=100.</td></tr>
<tr><td><code>gdp</code></td><td>GDP at constant 1981 prices.</td></tr>
<tr><td><code>r</code></td><td>90-day prime corporate rate.</td></tr>
</table>



Raotbl7: Data set used by Glenn Otto (1994)

Description

Usage

Arguments

Format

Author

`m1`	Money stock M1.
`p`	Implicit price deflator for GDP, 1981=100.
`gdp`	GDP at constant 1981 prices.
`r`	90-day prime corporate rate.