urca: Raotbl1 – R documentation

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Raotbl1

Data set used by Dickey, Jansen \& Thornton (1994)

Description

This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.

Usage

data(Raotbl1)

Format

A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.

`k`	Ratio of currency to total checkable deposits.
`ksa`	seasonally adjusted series of `k`.
`r3m`	Nominal 3 month T-Bill rate.
`r10y`	Nominal yield on 10-year Government securities.
`rgnp`	Real GNP.

Author(s)

Bernhard Pfaff

Source

Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.1.

urca

Unit Root and Cointegration Tests for Time Series Data

v1.3-0

GPL (>= 2)

Authors

Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]

Initial release

2016-09-06