cpichg

Quarterly logarithmic change in percentage points of the Consumer Price Index for All 
Urban Consumers: All Items (CPIAUCSL) from 1947-04-01 to 2016-05-01 
available at <a href="https://fred.stlouisfed.org/series/CPIAUCSL">https://fred.stlouisfed.org/series/CPIAUCSL</a>.

datasets

Simulate, estimate and forecast using univariate and multivariate GAS models
as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.

Leopoldo Catania

Generalized Autoregressive Score Models

David Ardia

Kris Boudt

cpichg function

A xts object containing 276 observations from 1947-04-01 to 2016-05-01.

Format

Quarterly logarithmic change in percentage points of the Consumer Price Index for All 
Urban Consumers: All Items (CPIAUCSL) from 1947-04-01 to 2016-05-01 
available at <a href='https://fred.stlouisfed.org/series/CPIAUCSL'>https://fred.stlouisfed.org/series/CPIAUCSL</a>.

Data: Quarterly logarithmic change in percentage points of the Consumer Price Index 
for All Urban Consumers: All Items (CPIAUCSL) from 1947-04-01 to 2016-05-01 — cpichg

Data: Quarterly logarithmic change in percentage points of the Consumer Price Index 
for All Urban Consumers: All Items (CPIAUCSL) from 1947-04-01 to 2016-05-01

cpichg: Data: Quarterly logarithmic change in percentage points of the Consumer Price Index for All Urban Consumers: All Items (CPIAUCSL) from 1947-04-01 to 2016-05-01

Description

Usage

Arguments

Format

References