Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

qgdp

Quarterly real gross domestic products of United Kingdom, Canada, and the United States


Description

Quarterly real gross domestic products of United Kingdom, Canada, and the United States from the first quarter of 1980 to the second quarter of 2011. The UK and CA data were originally from OECD and the US data from the Federal Reserve Bank of St Louis.

Usage

qgdp

Format

A 2-d list containing 126x5 observations. The data set consists of 5 columns: name, year, month, UK, CA, and US.

Source

The data were downloaded from the FRED of the Federal Reserve Bank of St Louis. The UK data were in millions of chained 2006 Pounds, the CA data were in millions of chained 2002 Canadian dollars, and the US data were in millions of chained 2005 dollars.


MTS

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

v1.0
Artistic License 2.0
Authors
Ruey S. Tsay and David Wood
Initial release
2018-10-8

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.