AER: USMacroSWQ – R documentation

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USMacroSWQ

Quarterly US Macroeconomic Data (1947–2004, Stock & Watson)

Time series data on 2 US macroeconomic variables for 1947–2004.

data("USMacroSWQ")

A quarterly multiple time series from 1947(1) to 2004(4) with 2 variables.

gdp: real GDP for the United States in billions of chained (2000) dollars seasonally adjusted, annual rate.
tbill: 3-month treasury bill rate. Quarterly averages of daily dates in percentage points at an annual rate.

Online complements to Stock and Watson (2007).

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

data("USMacroSWQ")
plot(USMacroSWQ)

Applied Econometrics with R

v1.2-10

GPL-2 | GPL-3

Authors

Christian Kleiber [aut] (<https://orcid.org/0000-0002-6781-4733>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>)

Initial release

2022-06-13