USeconomic              package:tseries              R Documentation

_U._S. _E_c_o_n_o_m_i_c _V_a_r_i_a_b_l_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     This is the E.3 example data set of Luetkepohl (1991).

_U_s_a_g_e:

     data (USeconomic)

_F_o_r_m_a_t:

     4 univariate time series `M1', `GNP', `rs', and `rl' and the joint
     series `USeconomic' containing the logarithm of `M1', the
     logarithm of `GNP', `rs', and `rl'.

_D_e_t_a_i_l_s:

     It contains seasonally adjusted real U.S. money `M1' and GNP in
     1982 Dollars; discount rate on 91-Day treasury bills `rs' and
     yield on long-term treasury bonds `rl'.

_S_o_u_r_c_e:

     Luetkepohl, H. (1991): Introduction to Multiple Time Series
     Analysis. Springer Verlag, NY, pp. 500-503.

