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.

Usage

data(econ5)

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 are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.


[Package astsa version 1.14 Index]