https://github.com/cran/tseries
Tip revision: 80ab61206dadb688af7b497111cc16cb00ccfff3 authored by Kurt Hornik on 20 February 2012, 00:00:00 UTC
version 0.10-28
version 0.10-28
Tip revision: 80ab612
NelPlo.Rd
\name{NelPlo}
\alias{NelPlo}
\alias{cpi}
\alias{ip}
\alias{gnp.nom}
\alias{vel}
\alias{emp}
\alias{int.rate}
\alias{nom.wages}
\alias{gnp.def}
\alias{money.stock}
\alias{gnp.real}
\alias{stock.prices}
\alias{gnp.capita}
\alias{real.wages}
\alias{unemp}
\title{
Nelson--Plosser Macroeconomic Time Series
}
\description{
These are the extended Nelson-Plosser Data.
}
\usage{
data(NelPlo)
}
\format{
14 macroeconomic time series: \code{cpi}, \code{ip}, \code{gnp.nom},
\code{vel}, \code{emp}, \code{int.rate}, \code{nom.wages},
\code{gnp.def}, \code{money.stock}, \code{gnp.real},
\code{stock.prices}, \code{gnp.capita}, \code{real.wages}, and
\code{unemp} and the joint series \code{NelPlo}.
}
\details{
The series are of various lengths but all end in 1988.
The data set contains the following series:
consumer price index, industrial production, nominal GNP, velocity,
employment, interest rate, nominal wages, GNP deflator, money stock,
real GNP, stock prices (S&P500), GNP per capita, real wages,
unemployment.
}
\source{
Journal of Business and Economic Statistics data archive
\url{http://www.amstat.org/publications/jbes/}
}
\references{
G. Koop and M. F. J. Steel (1994): A Decision-Theoretic Analysis of
the Unit-Root Hypothesis using Mixtures of Elliptical Models.
\emph{Journal of Business and Economic Statistics}, \bold{12},
95--107.
}
\keyword{datasets}