urca: UKconinc – R documentation

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UKconinc

Data set for the United Kingdom

Description

This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

Usage

data(UKconinc)

Format

A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.

`consl`	The log of total real consumption in the U.K.
`incl`	The log of real disposable income in the U.K.

Author(s)

Bernhard Pfaff

Source

Journal of Applied Econometrics Data Archive http://qed.econ.queensu.ca/jae/

References

Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

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