urca: UKconsumption – R documentation

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UKconsumption

Data set for the United Kingdom

Description

This data set contains the series used by in Charemza, W. (1997), New Directions in Econometric Practice, 2nd edition, Edward Elgar, Cheltenha, Uk. for analysing private in the United Kingdom.

Usage

data(UKconsumption)

Format

A data frame of quarterly ts objects ranging from 1957:Q1 until 1975:Q4.

`cons`	Consumers` non-durable expenditure in the U.K. in 1970 prices.
`inc`	Personal disposable income in the U.K. in 1970 prices.
`price`	Consumers` expenditure deflator index, 1970=100.

Author(s)

Bernhard Pfaff

Source

Pokorny, M. (1987), An Introduction to Econometrics, page 408, Basil Blackwell Ltd. Original data source: Economic Trends, Annual Supplements, 1976 and 1981, HMSO.

References

Charemza, W. (1997), New Directions in Econometrics Practice, 2nd edition, Edward Elgar, Cheltenham, U.K.

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