USMacroSWM

Time series data on 4 US macroeconomic variables for 1947--2004.

datasets

Functions, data sets, examples, demos, and vignettes for the book
Christian Kleiber and Achim Zeileis (2008),
Applied Econometrics with R, Springer-Verlag, New York.
ISBN 978-0-387-77316-2. <doi:10.1007/978-0-387-77318-6>
(See the vignette "AER" for a package overview.)

Achim Zeileis

Applied Econometrics with R

Christian Kleiber

USMacroSWM function

A monthly multiple time series from 1947(1) to 2004(4) with 4 variables.<dl>
 <dt>production</dt>
<dd>index of industrial production.</dd> <dt>oil</dt>
<dd>oil price shocks, starting 1948(1).</dd> <dt>cpi</dt>
<dd>all-items consumer price index.</dd> <dt>expenditure</dt>
<dd>personal consumption expenditures price deflator, starting 1959(1).</dd> 
</dl>

Format

Monthly US Macroeconomic Data (1947--2004, Stock &amp; Watson) — USMacroSWM

A monthly multiple time series from 1947(1) to 2004(4) with 4 variables.<dl>
 <dt>production</dt>
<dd>index of industrial production.</dd>

 <dt>oil</dt>
<dd>oil price shocks, starting 1948(1).</dd>

 <dt>cpi</dt>
<dd>all-items consumer price index.</dd>

 <dt>expenditure</dt>
<dd>personal consumption expenditures price deflator, starting 1959(1).</dd>

 
</dl>

USMacroSWM: Monthly US Macroeconomic Data (1947--2004, Stock & Watson)

Description

Usage

Arguments

Format

References

See Also

Examples