TV and Radio Advertising Expenditures Data
Time series of television and radio advertising expenditures (in real terms) in The Netherlands.
data("DutchAdvert")A four-weekly multiple time series from 1978(1) to 1994(13) with 2 variables.
Television advertising expenditures.
Radio advertising expenditures.
Originally available as an online supplement to Franses (1998). Now available via online complements to Franses, van Dijk and Opschoor (2014).
Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting. Cambridge, UK: Cambridge University Press.
Franses, P.H., van Dijk, D. and Opschoor, A. (2014). Time Series Models for Business and Economic Forecasting, 2nd ed. Cambridge, UK: Cambridge University Press.
data("DutchAdvert")
plot(DutchAdvert)
## EACF tables (Franses 1998, Sec. 5.1, p. 99)
ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
ddiff <- function(x) diff(diff(x, frequency(x)), 1)
eacf <- function(y, lag = 12) {
stopifnot(all(lag > 0))
if(length(lag) < 2) lag <- 1:lag
rval <- sapply(
list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
Dy = diff(y, frequency(y)), dDy = ddiff(y)),
function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
rownames(rval) <- lag
return(rval)
}
## Franses (1998, p. 103), Table 5.4
round(eacf(log(DutchAdvert[,"tv"]), lag = c(1:19, 26, 39)), digits = 3)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.