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USeconomic

U.S. Economic Variables


Description

This is the E.3 example data set of Luetkepohl (1991).

Usage

data(USeconomic)

Format

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.

Details

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.

Source

Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, 500–503.


tseries

Time Series Analysis and Computational Finance

v0.10-48
GPL-2
Authors
Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Initial release

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