urca: Raotbl7 – R documentation

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Raotbl7

Data set used by Glenn Otto (1994)

Description

This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".

Usage

data(Raotbl7)

Format

A data frame with quarterly data from 1956:1 until 1988:4.

`m1`	Money stock M1.
`p`	Implicit price deflator for GDP, 1981=100.
`gdp`	GDP at constant 1981 prices.
`r`	90-day prime corporate rate.

Author(s)

Bernhard Pfaff

Source

Glenn Otto (1994), Diagnostic Testing: An Application to the Demand for M1, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.

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