NelPlo {dlm}

Nelson-Plosser macroeconomic time series

Description

A subset of Nelson-Plosser data.

Usage

data(NelPlo)

Format

The format is: mts [1:43, 1:2] -4.39 3.12 1.08 -1.50 3.91 ... - attr(*, "tsp")= num [1:3] 1946 1988 1 - attr(*, "class")= chr [1:2] "mts" "ts" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:2] "ip" "stock.prices"

Details

The series are 100*diff(log()) of industrial production and stock prices (S&P500) from 1946 to 1988.

Source

The complete data set is available in package tseries.

Examples

data(NelPlo)
plot(NelPlo)