U.S. Economic Variables
This is the E.3 example data set of Luetkepohl (1991).
data(USeconomic)
4 univariate time series M1
, GNP
, rs
, and
rl
and the joint series USeconomic
containing the
logarithm of M1
, the logarithm of GNP
, rs
, and
rl
.
It contains seasonally adjusted real U.S. money M1
and GNP in
1982 Dollars; discount rate on 91-Day treasury bills rs
and
yield on long-term treasury bonds rl
.
Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, 500–503.
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.