Nelson-Plosser macroeconomic time series
A subset of Nelson-Plosser data.
data(NelPlo)
The format is: mts [1:43, 1:2] -4.39 3.12 1.08 -1.50 3.91 ... - attr(*, "tsp")= num [1:3] 1946 1988 1 - attr(*, "class")= chr [1:2] "mts" "ts" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "ip" "stock.prices"
The series are 100*diff(log())
of
industrial production and stock prices (S&P500) from 1946 to 1988.
The complete data set is available in package tseries
.
data(NelPlo) plot(NelPlo)
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