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GAS (version 0.3.4.1)

Goals: data: Goals scored by England against Scotland in international football matches.

Description

Number of goals scored by England against Scotland in international football matches. This is a 116 x 2 zoo object spanning the period 1872-1987 with a yearly frequency. The first column reports the number of goals scored by England against Scotland. The second column is a dummy variable equal 1 for matches played in England. This data set is taken from the Harvey (1989) pg 524.

Usage

data("Goals")

Arguments

Format

A zoo object containing 116 x 2 observations.

References

Harvey, A. C. (1990). Forecasting, structural time series models and the Kalman filter. Cambridge university press. https://cran.r-project.org/package=rugarch.