AER (version 1.2-14)

ArgentinaCPI: Consumer Price Index in Argentina

Description

Time series of consumer price index (CPI) in Argentina (index with 1969(4) = 1).

Usage

data("ArgentinaCPI")

Format

A quarterly univariate time series from 1970(1) to 1989(4).

References

De Ruyter van Steveninck, M.A. (1996). The Impact of Capital Imports; Argentina 1970--1989. Amsterdam: Thesis Publishers.

Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting. Cambridge, UK: Cambridge University Press.

See Also

Franses1998

Examples

 if(!requireNamespace("dynlm")) {
  if(interactive() || is.na(Sys.getenv("_R_CHECK_PACKAGE_NAME_", NA))) {
    stop("not all packages required for the example are installed")
  } else q() }
data("ArgentinaCPI")
plot(ArgentinaCPI)
plot(log(ArgentinaCPI))

library("dynlm")
## estimation sample 1970.3-1988.4 means
acpi <- window(ArgentinaCPI, start = c(1970,1), end = c(1988,4)) 

## eq. (3.90), p.54
acpi_ols <- dynlm(d(log(acpi)) ~ L(d(log(acpi))))
summary(acpi_ols)

## alternatively
ar(diff(log(acpi)), order.max = 1, method = "ols")