Consumer Price Index in Argentina
Time series of consumer price index (CPI) in Argentina (index with 1969(4) = 1).
data("ArgentinaCPI")A quarterly univariate time series from 1970(1) to 1989(4).
Online complements to Franses (1998).
De Ruyter van Steveninck, M.A. (1996). The Impact of Capital Imports; Argentina 1970–1989. Amsterdam: Thesis Publishers.
Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting. Cambridge, UK: Cambridge University Press.
data("ArgentinaCPI")
plot(ArgentinaCPI)
plot(log(ArgentinaCPI))
library("dynlm")
## estimation sample 1970.3-1988.4 means
acpi <- window(ArgentinaCPI, start = c(1970,1), end = c(1988,4))
## eq. (3.90), p.54
acpi_ols <- dynlm(d(log(acpi)) ~ L(d(log(acpi))))
summary(acpi_ols)
## alternatively
ar(diff(log(acpi)), order.max = 1, method = "ols")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.