| econ5 {astsa} | R Documentation |
Five Quarterly Economic Series
Description
Multiple time series of quarterly U.S. unemployment, GNP, consumption, and government and private investment, from 1948-III to 1988-II.
Format
Multiple time series with 161 observations (rows) on the following 5 numeric variables (columns): unemp, gnp, consum, govinv, prinv.
Source
Young, P.C. and Pedregal, D.J. (1999). Macro-economic relativity: government spending, private investment and unemployment in the USA 1948-1998. Structural Change and Economic Dynamics, 10, 359-380.
References
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.