USeconomic {tseries} | R Documentation |
This is the E.3 example data set of Luetkepohl (1991).
data (USeconomic)
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
.
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
.
Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, pp. 500-503.