infldata {gets}

Quarterly Norwegian year-on-year CPI inflation

Description

Quarterly Norwegian year-on-year CPI inflation from 1989(1) to 2015(4).

Usage

data("infldata")

Format

A data frame with 108 observations on the following 5 variables:

date

a factor containing the dates

infl

year-on-year inflation

q2dum

a dummy variable equal to 1 in quarter 2 and 0 otherwise

q3dum

a dummy variable equal to 1 in quarter 3 and 0 otherwise

q4dum

a dummy variable equal to 1 in quarter 4 and 0 otherwise

Source

Statistics Norway (SSB): https://www.ssb.no/. The raw data comprise monthly CPI data obtained via https://www.ssb.no/statbank/table/08183.

References

Pretis, Felix, Reade, James and Sucarrat, Genaro (2018): 'Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks'. Journal of Statistical Software 86, Number 3, pp. 1-44

Examples

data(infldata)
infldata <- zooreg(infldata[,-1], frequency=4, start=c(1989,1))
plot(infldata[,"infl"])