NelPlo.R
cpi <- stats::ts(c(
3.2958369,
3.2958369,
3.4011974,
3.6109179,
3.8712010,
3.8501476,
3.7841896,
3.7612001,
3.7135721,
3.6888795,
3.6375862,
3.6109179,
3.6109179,
3.6109179,
3.5553481,
3.4965076,
3.4657359,
3.4657359,
3.4011974,
3.3672958,
3.4011974,
3.4011974,
3.4011974,
3.3672958,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.3322045,
3.2580965,
3.2188758,
3.2188758,
3.2188758,
3.2188758,
3.2188758,
3.2188758,
3.2188758,
3.2580965,
3.2958369,
3.2958369,
3.2958369,
3.3322045,
3.3672958,
3.3322045,
3.3322045,
3.3672958,
3.3672958,
3.4011974,
3.3911470,
3.4045252,
3.4144426,
3.4873751,
3.6480575,
3.8088822,
3.9473901,
4.0943446,
3.9815491,
3.9160150,
3.9337845,
3.9357395,
3.9608132,
3.9702919,
3.9512437,
3.9376908,
3.9376908,
3.9120230,
3.8199077,
3.7111301,
3.6584202,
3.6913763,
3.7160081,
3.7256934,
3.7612001,
3.7424202,
3.7281002,
3.7376696,
3.7864598,
3.8877303,
3.9473901,
3.9646155,
3.9871305,
4.0690268,
4.2031990,
4.2780540,
4.2682979,
4.2780540,
4.3541414,
4.3757570,
4.3832759,
4.3882572,
4.3845235,
4.3993753,
4.4343819,
4.4612998,
4.4693505,
4.4852599,
4.4953553,
4.5064542,
4.5185224,
4.5315236,
4.5485998,
4.5767707,
4.6051702,
4.6463121,
4.6986605,
4.7561731,
4.7986642,
4.8302586,
4.8906017,
4.9952863,
5.0826357,
5.1386576,
5.2016571,
5.2748217,
5.3823272,
5.5089477,
5.6071222,
5.6669052,
5.6985244,
5.7407911,
5.7757829,
5.7941996,
5.8300457,
5.8705860),
end = 1988, frequency = 1)
ip <- stats::ts(c(
-0.10536052,
-0.10536052,
-0.10536052,
0.00000000,
0.00000000,
0.00000000,
0.18232156,
0.26236426,
0.26236426,
0.33647224,
0.40546511,
0.40546511,
0.58778666,
0.58778666,
0.53062825,
0.53062825,
0.53062825,
0.58778666,
0.64185389,
0.78845736,
0.91629073,
1.0296194,
1.0986123,
1.0986123,
1.0647107,
1.0647107,
1.2527630,
1.3083328,
1.3350011,
1.4109870,
1.4816045,
1.5040774,
1.5686159,
1.4586150,
1.4350845,
1.5892352,
1.5260563,
1.5892352,
1.7227666,
1.8082888,
1.8405496,
1.9600948,
2.0668628,
2.0918641,
2.0541237,
2.2192035,
2.2823824,
2.3025851,
2.1400662,
2.3025851,
2.3608540,
2.3223877,
2.4595888,
2.5257286,
2.4595888,
2.6100698,
2.7788193,
2.7850112,
2.7725887,
2.6461748,
2.6946272,
2.4336134,
2.6741486,
2.8507065,
2.7850112,
2.8791985,
2.9391619,
2.9391619,
2.9755296,
3.0819100,
2.8959119,
2.7080502,
2.4595888,
2.6246686,
2.7146947,
2.8564702,
3.0252911,
3.1135153,
2.8791985,
3.0819100,
3.2386785,
3.4594663,
3.6000482,
3.7999735,
3.8774316,
3.7208625,
3.5610461,
3.6737658,
3.7135721,
3.6584202,
3.8044378,
3.8856790,
3.9239516,
4.0036902,
3.9473901,
4.0673159,
4.1108739,
4.1239034,
4.0569888,
4.1697612,
4.1926805,
4.1987046,
4.2780540,
4.3372907,
4.4042772,
4.4908810,
4.5849675,
4.6051702,
4.6615505,
4.7068238,
4.6700212,
4.6841389,
4.7764753,
4.8546659,
4.8397243,
4.7474204,
4.8354140,
4.9122950,
4.9752698,
5.0139487,
4.9947962,
5.0166550,
4.9428242,
5.0003059,
5.1062157,
5.1249841,
5.1362383,
5.1731196,
5.2285646),
end = 1988, frequency = 1)
gnp.nom <- stats::ts(c(
10.416311,
10.471638,
10.485703,
10.581521,
10.586584,
10.561008,
10.596635,
10.785187,
11.008744,
11.243738,
11.338572,
11.424094,
11.150520,
11.213171,
11.351582,
11.346871,
11.441429,
11.482466,
11.460579,
11.482466,
11.543406,
11.411634,
11.236117,
10.969043,
10.925956,
11.082973,
11.187846,
11.320323,
11.412508,
11.346517,
11.413039,
11.509700,
11.732382,
11.969781,
12.163123,
12.255358,
12.264082,
12.247737,
12.351570,
12.459016,
12.454822,
12.559434,
12.702000,
12.752742,
12.806537,
12.807217,
12.894107,
12.946194,
12.997104,
13.011061,
13.089144,
13.129804,
13.161771,
13.236272,
13.288730,
13.357293,
13.437005,
13.527638,
13.584747,
13.669562,
13.741966,
13.789296,
13.913272,
14.008442,
14.122480,
14.202676,
14.284514,
14.393696,
14.503896,
14.626307,
14.735076,
14.820544,
14.931504,
14.967980,
15.040961,
15.143169,
15.205523,
15.258091,
15.324973,
15.400779),
end = 1988, frequency = 1)
vel <- stats::ts(c(
1.7245507,
1.6409366,
1.5325569,
1.6193882,
1.5993876,
1.5496879,
1.4951488,
1.5368672,
1.5871923,
1.6213665,
1.6292405,
1.6695918,
1.4838747,
1.4838747,
1.3887912,
1.3584092,
1.2612979,
1.2178757,
1.1908876,
1.1474025,
1.1249296,
1.0986123,
1.0851893,
1.0508216,
1.0750024,
0.94390590,
1.0043016,
0.96698385,
1.0006319,
0.92028275,
0.91228271,
0.91228271,
0.89199804,
0.83724752,
0.82855182,
0.76080583,
0.75612198,
0.82417544,
0.82417544,
0.72270598,
0.78390154,
0.77472717,
0.72754861,
0.75141609,
0.76546784,
0.63127178,
0.62593843,
0.73716407,
0.76546784,
0.90421815,
0.81093022,
0.77932488,
0.63127178,
0.62593843,
0.70309751,
0.66782937,
0.62593843,
0.66268797,
0.62057649,
0.60431597,
0.66268797,
0.51879379,
0.37156356,
0.21511138,
0.27763174,
0.38526240,
0.39877612,
0.45107562,
0.49469624,
0.41210965,
0.40546511,
0.39204209,
0.45742485,
0.59883650,
0.55961579,
0.47623418,
0.31481074,
0.14842001,
0.18232156,
0.28517894,
0.26236426,
0.34358970,
0.45107562,
0.44468582,
0.45107562,
0.41210965,
0.46373402,
0.50681760,
0.51879379,
0.47623418,
0.51879379,
0.54232429,
0.52472853,
0.53649337,
0.52472853,
0.53649337,
0.54232429,
0.56531381,
0.54232429,
0.54232429,
0.54812141,
0.54812141,
0.58079485,
0.61094334,
0.64323177,
0.63370211,
0.62605631,
0.64658878,
0.66931558,
0.69706753,
0.71243155,
0.70791578,
0.74387346,
0.70900627,
0.69009857,
0.71078082,
0.70686455,
0.68820448,
0.67576289,
0.66780240),
end = 1988, frequency = 1)
emp <- stats::ts(c(
10.024687,
10.034165,
10.082972,
10.013283,
9.9571231,
10.035568,
10.048843,
10.069171,
10.116419,
10.200290,
10.236704,
10.272358,
10.302264,
10.325679,
10.334328,
10.372741,
10.426706,
10.444968,
10.411690,
10.465158,
10.484641,
10.496234,
10.530308,
10.553153,
10.533668,
10.532390,
10.580607,
10.598733,
10.662235,
10.643948,
10.616413,
10.560178,
10.624590,
10.690922,
10.682973,
10.716238,
10.746433,
10.747122,
10.753083,
10.776662,
10.730728,
10.661017,
10.576177,
10.571573,
10.624979,
10.657965,
10.707952,
10.749785,
10.704592,
10.739002,
10.780206,
10.858422,
10.963359,
11.058638,
11.087819,
11.070693,
10.980195,
10.979002,
10.998811,
10.989791,
11.011555,
11.051874,
11.064229,
11.077918,
11.058165,
11.085521,
11.107345,
11.110521,
11.092428,
11.115161,
11.131548,
11.131929,
11.149514,
11.163368,
11.185032,
11.209263,
11.238725,
11.262128,
11.282946,
11.307229,
11.312216,
11.306393,
11.338167,
11.371800,
11.390927,
11.379668,
11.412221,
11.447565,
11.489442,
11.517127,
11.521955,
11.533140,
11.524795,
11.537716,
11.577795,
11.597781,
11.620011,
11.645505,
11.667165),
end = 1988, frequency = 1)
int.rate <- stats::ts(c(
3.3000000,
3.2500000,
3.3000000,
3.4500000,
3.6000000,
3.5000000,
3.5500000,
3.8000000,
3.9500000,
3.7700000,
3.8000000,
3.9000000,
3.9000000,
4.0000000,
4.1000000,
4.1500000,
4.0500000,
4.0500000,
4.7500000,
4.7500000,
5.1000000,
5.1700000,
4.7100000,
4.6100000,
4.6600000,
4.5000000,
4.4000000,
4.3000000,
4.0500000,
4.4200000,
4.4000000,
4.1000000,
4.7000000,
4.1500000,
3.9900000,
3.5000000,
3.2000000,
3.0800000,
3.0000000,
2.7500000,
2.7000000,
2.6500000,
2.6500000,
2.6500000,
2.6000000,
2.5500000,
2.4300000,
2.5000000,
2.8000000,
2.7400000,
2.5800000,
2.6700000,
3.0000000,
3.1500000,
3.0000000,
3.0400000,
3.0900000,
3.6800000,
3.6100000,
4.1000000,
4.5500000,
4.2200000,
4.4200000,
4.1600000,
4.3300000,
4.3500000,
4.7500000,
4.9500000,
5.9300000,
6.5400000,
7.6000000,
6.0990000,
5.9890000,
6.6590000,
7.3490000,
7.3390000,
7.1390000,
7.4190000,
8.2490000,
9.0990000,
11.169000,
13.229000,
12.589000,
11.199000,
12.349000,
11.109000,
8.4990000,
8.9990000,
9.3390000),
end = 1988, frequency = 1)
nom.wages <- stats::ts(c(
6.1882641,
6.2363696,
6.2859981,
6.3062753,
6.2878586,
6.3297209,
6.3578423,
6.3935908,
6.3062753,
6.3952616,
6.4785096,
6.4488894,
6.4785096,
6.5352413,
6.5453497,
6.4937538,
6.6214057,
6.7833252,
7.0094089,
7.1647204,
7.3343294,
7.2413663,
7.1569564,
7.2463681,
7.2633296,
7.2793188,
7.2970910,
7.3145528,
7.3356340,
7.3414839,
7.3051882,
7.2218358,
7.0475172,
6.9902565,
7.0501225,
7.1033221,
7.1600692,
7.2269360,
7.1670379,
7.2174434,
7.2668273,
7.4103471,
7.6123368,
7.7617450,
7.8308230,
7.8308230,
7.8308230,
7.9348716,
8.0189547,
8.0375432,
8.1022836,
8.1909089,
8.2511421,
8.3072126,
8.3243363,
8.3793095,
8.4314174,
8.4734503,
8.5063344,
8.5604442,
8.5852256,
8.6137753,
8.6534708,
8.6860917,
8.7316592,
8.7623330,
8.8013189,
8.8363739,
8.9020473,
8.9586687,
9.0057732,
9.0528535,
9.1354850,
9.2086877,
9.2689518,
9.3451060,
9.4377968,
9.5272178,
9.6124693,
9.6899071,
9.7590436,
9.8559840,
9.8938128,
9.9634555,
10.018269,
10.050728,
10.075372,
10.101049,
10.130371),
end = 1988, frequency = 1)
gnp.def <- stats::ts(c(
3.2542430,
3.2347492,
3.2148678,
3.1780538,
3.1986731,
3.1354942,
3.1223649,
3.0955776,
3.1000923,
3.1311369,
3.1612467,
3.2068032,
3.1986731,
3.2347492,
3.2464910,
3.2580965,
3.2771447,
3.3032170,
3.3428618,
3.3357696,
3.3707382,
3.3978585,
3.3911470,
3.4307562,
3.4372078,
3.4468079,
3.4812401,
3.5973123,
3.8066625,
3.9627161,
3.9852735,
4.1157798,
3.9550825,
3.9019727,
3.9259259,
3.9140210,
3.9318256,
3.9357395,
3.9120230,
3.9199912,
3.9239516,
3.8979241,
3.8022081,
3.6938670,
3.6712245,
3.7424202,
3.7518543,
3.7541989,
3.7954892,
3.7819143,
3.7658405,
3.7819143,
3.8543939,
3.9702919,
4.0395363,
4.0638854,
4.0893320,
4.2002050,
4.3121405,
4.3770141,
4.3707129,
4.3845235,
4.4496853,
4.4716388,
4.4807401,
4.4953553,
4.5097600,
4.5432948,
4.5798524,
4.6051702,
4.6210435,
4.6376374,
4.6501436,
4.6615505,
4.6746962,
4.6895113,
4.7086289,
4.7353209,
4.7672890,
4.8064770,
4.8535915,
4.9074945,
4.9717756,
5.0179885,
5.0805088,
5.1675202,
5.2611455,
5.3232569,
5.3876964,
5.4579762,
5.5429079,
5.6293890,
5.7218309,
5.7837063,
5.8219651,
5.8578857,
5.8871651,
5.9129787,
5.9441231,
5.9768030),
end = 1988, frequency = 1)
money.stock <- stats::ts(c(
1.2809338,
1.3660917,
1.4060970,
1.4883996,
1.4492692,
1.4539530,
1.4883996,
1.4701758,
1.5347144,
1.6601310,
1.8066481,
1.8870696,
2.0122328,
2.1004689,
2.1610215,
2.2235419,
2.3263016,
2.4051417,
2.4510051,
2.4371160,
2.5400259,
2.5907670,
2.6475922,
2.7166795,
2.7555697,
2.7966714,
2.8673306,
3.0373539,
3.1933529,
3.2857865,
3.4343097,
3.5496174,
3.4919517,
3.5180911,
3.6000482,
3.6527340,
3.7388594,
3.7768903,
3.8006444,
3.8377304,
3.8416005,
3.8227545,
3.7539647,
3.5849069,
3.4725874,
3.5368931,
3.6653549,
3.7723011,
3.8216606,
3.8179321,
3.8973154,
4.0109630,
4.1353265,
4.2649309,
4.4988092,
4.6709579,
4.8410325,
4.9323133,
4.9836066,
4.9978877,
4.9938282,
5.0159545,
5.0524168,
5.1053392,
5.1428325,
5.1772790,
5.2133040,
5.2305737,
5.2564532,
5.3038023,
5.3475836,
5.3504353,
5.3990673,
5.4548937,
5.5178544,
5.5785971,
5.6556421,
5.7300998,
5.8045324,
5.8905386,
5.9537627,
5.9947093,
6.0990686,
6.2168746,
6.3114079,
6.3706122,
6.4599264,
6.5817039,
6.7009965,
6.7828573,
6.8622155,
6.9393739,
7.0294186,
7.1188699,
7.2368443,
7.3141543,
7.4003523,
7.4803232,
7.5444435,
7.5945765),
end = 1988, frequency = 1)
gnp.real <- stats::ts(c(
4.7604631,
4.7883247,
4.8138091,
4.8690717,
4.8782461,
4.8331023,
4.8243057,
4.9000761,
4.9067552,
5.0225639,
4.9863426,
4.9416424,
4.8504665,
4.9972123,
5.1113852,
5.1089712,
5.1896179,
5.2470241,
5.2459709,
5.2517497,
5.3161573,
5.2122147,
5.1316723,
4.9712012,
4.9522997,
5.0388988,
5.1328529,
5.2626902,
5.3141907,
5.2621719,
5.3442463,
5.4258307,
5.5748121,
5.6964221,
5.8203796,
5.8897086,
5.8726810,
5.7449244,
5.7362497,
5.7798172,
5.7810521,
5.8729625,
5.9490788,
5.9791389,
6.0229632,
6.0088132,
6.0822189,
6.1005431,
6.1147878,
6.1032295,
6.1652077,
6.1897005,
6.2089924,
6.2724996,
6.3117348,
6.3649229,
6.4261648,
6.4893569,
6.5150089,
6.5604647,
6.5857578,
6.5792512,
6.6067000,
6.6552832,
6.7059610,
6.7005530,
6.6879060,
6.7356178,
6.7812240,
6.8328012,
6.8572808,
6.8556192,
6.8747935,
6.8489768,
6.8840768,
6.9496707,
6.9826227,
7.0096668,
7.0455416,
7.0888837),
end = 1988, frequency = 1)
stock.prices <- stats::ts(c(
1.5454326,
1.6154200,
1.5686159,
1.5195132,
1.4929041,
1.4011830,
1.1442228,
1.2178757,
1.4158532,
1.6505799,
1.8325815,
1.7749524,
1.7281094,
1.5539252,
1.5260563,
1.6789640,
1.7101878,
1.6486586,
1.6714733,
1.6620304,
1.6154200,
1.7137979,
1.5644405,
1.4793292,
1.5107219,
1.4422020,
1.4929041,
1.6193882,
1.8389611,
1.8164521,
2.0592388,
2.1306098,
1.9754690,
1.9530276,
2.1961128,
2.2659211,
2.0592388,
2.0515563,
2.2731563,
2.2353763,
2.2235419,
2.2544447,
2.1412419,
2.0893919,
2.1174596,
2.2481289,
2.1400662,
2.0202222,
2.1724764,
2.0769384,
1.9257074,
2.1294215,
2.1482677,
2.2027648,
2.4114395,
2.5329028,
2.7304638,
2.9932291,
3.2588655,
3.0459500,
2.6144719,
1.9358598,
2.1927702,
2.2864557,
2.3608540,
2.7389027,
2.7350166,
2.4414771,
2.4898942,
2.3997118,
2.2844211,
2.1598688,
2.4423470,
2.5233258,
2.7186604,
2.8379082,
2.7193198,
2.7427736,
2.7232672,
2.9123507,
3.1063788,
3.1986731,
3.2080171,
3.3908103,
3.7010550,
3.8420296,
3.7927889,
3.8338452,
4.0496958,
4.0226695,
4.1937373,
4.1332447,
4.2466364,
4.3990067,
4.4792668,
4.4457054,
4.5210274,
4.5920849,
4.5833335,
4.4214877,
4.5879223,
4.6931811,
4.6768395,
4.4170317,
4.4562060,
4.6250708,
4.5870062,
4.5645565,
4.6348261,
4.7772730,
4.8523427,
4.7850722,
5.0777330,
5.0780447,
5.2302526,
5.4652714,
5.6588897,
5.5827065),
end = 1988, frequency = 1)
gnp.capita <- stats::ts(c(
7.1631724,
7.1701195,
7.1793080,
7.2196420,
7.2086003,
7.1444072,
7.1212525,
7.1831117,
7.1770188,
7.2936977,
7.2449415,
7.1815919,
7.0707241,
7.2041493,
7.3011478,
7.2793188,
7.3453648,
7.3889461,
7.3740019,
7.3677086,
7.4211775,
7.3065314,
7.2181768,
7.0509894,
7.0264268,
7.1066061,
7.1936858,
7.3172124,
7.3626453,
7.3024964,
7.3765081,
7.4500796,
7.5893358,
7.6998424,
7.8099471,
7.8674886,
7.8391316,
7.7012002,
7.6732231,
7.6998424,
7.6834037,
7.7587605,
7.8180279,
7.8308230,
7.8582542,
7.8264431,
7.8823149,
7.8830694,
7.8792915,
7.8512720,
7.8965527,
7.9006366,
7.9035963,
7.9519114,
7.9765954,
8.0159878,
8.0649509,
8.1164171,
8.1312365,
8.1667843,
8.1822797,
8.1650793,
8.1785483,
8.2164263,
8.2575593,
8.2430147,
8.2205079,
8.2587175,
8.2942660,
8.3352474,
8.3486913,
8.3350953,
8.3438697,
8.3077558,
8.3331023,
8.3893616,
8.4127477,
8.4300848,
8.4564770,
8.4908482),
end = 1988, frequency = 1)
real.wages <- stats::ts(c(
2.9693883,
3.0174938,
3.0277153,
3.0106209,
2.9922261,
3.0339910,
3.0257764,
3.0262615,
2.9739978,
3.0629235,
3.1112906,
3.0814511,
3.0773123,
3.1441523,
3.1406980,
3.0791539,
3.1341890,
3.1350593,
3.2007119,
3.2172745,
3.2398542,
3.2596338,
3.2410286,
3.3127304,
3.3275508,
3.3185401,
3.3268330,
3.3631493,
3.3978585,
3.4038605,
3.3931652,
3.4018638,
3.3364811,
3.3318473,
3.3586378,
3.3874365,
3.4343097,
3.4657359,
3.4245883,
3.4892083,
3.5292974,
3.6238075,
3.7244879,
3.8144102,
3.8661885,
3.8437442,
3.7618975,
3.7316995,
3.7409974,
3.7693067,
3.8242841,
3.8368683,
3.8753590,
3.9239516,
3.9361301,
3.9947084,
4.0321145,
4.0390080,
4.0449792,
4.0911729,
4.0999952,
4.1183866,
4.1470951,
4.1675950,
4.2002050,
4.2137559,
4.2244952,
4.2312037,
4.2557545,
4.2600002,
4.2496374,
4.2541893,
4.3052264,
4.3180859,
4.2736654,
4.2624703,
4.2991392,
4.3255607,
4.3376476,
4.3075800,
4.2500959,
4.2488618,
4.2269076,
4.2649311,
4.2774775,
4.2749452,
4.2811725,
4.2710033,
4.2597845),
end = 1988, frequency = 1)
unemp <- stats::ts(c(
1.3862944,
1.6863990,
1.0986123,
2.4595888,
2.9123507,
2.6173958,
2.6672282,
2.6741486,
2.5176965,
1.8718022,
1.6094379,
1.3862944,
1.3083328,
1.3609766,
1.6863990,
1.4586150,
0.53062825,
1.0296194,
2.0794415,
1.6292405,
1.7749524,
1.9021075,
1.5260563,
1.4586150,
2.0668628,
2.1400662,
1.6292405,
1.5260563,
0.33647224,
0.33647224,
1.6486586,
2.4595888,
1.9021075,
0.87546874,
1.6094379,
1.1631508,
0.58778666,
1.1939225,
1.4350845,
1.1631508,
2.1633230,
2.7663191,
3.1612467,
3.2148678,
3.0773123,
3.0007198,
2.8273136,
2.6602595,
2.9444390,
2.8449094,
2.6810215,
2.2925348,
1.5475625,
0.64185389,
0.18232156,
0.64185389,
1.3609766,
1.3609766,
1.3350011,
1.7749524,
1.6677068,
1.1939225,
1.0986123,
1.0647107,
1.7047481,
1.4816045,
1.4109870,
1.4586150,
1.9169226,
1.7047481,
1.7047481,
1.9021075,
1.7047481,
1.7404662,
1.6486586,
1.5040774,
1.3350011,
1.3350011,
1.2809338,
1.2527630,
1.5892352,
1.7749524,
1.7227666,
1.5892352,
1.7227666,
2.1400662,
2.0412203,
1.9600948,
1.8082888,
1.7578579,
1.9600948,
2.0281482,
2.2721259,
2.2617631,
2.0149030,
1.9740810,
1.9459101,
1.8245493,
1.7047481),
end = 1988, frequency = 1)
NelPlo <-
stats::ts.union (cpi, ip, gnp.nom, vel, emp, int.rate, nom.wages,
gnp.def, money.stock, gnp.real, stock.prices,
gnp.capita, real.wages, unemp)
