gas {mdhglm}

Gas Consumption Data

Description

Durbin and Koopman (2000) considered the lagged quarterly-demand for gas in the UK from 1960 to 1986.

Usage

data("gas")

Format

A data frame with 108 observations on the following 4 variables.

y

lagged quarterly-demand for gas

year

year; 1960...1986

quarter

quarter; 1...4

time

data number for 108 obervations

References

Durbin, J. and Koopman, S.J. (2000). Time series analysis of nongaussian observations based on state space models from both classical and bayesian perspectives (with discussion). Journal of the Royal Statistical Society: Series B (Statistical Methodology), 62, 3–56.