syg_data

Data on unemployment and industrial production for Canada, Japan and United States

datasets

Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.

Eric I. Otoakhia

ardl.nardl

Linear and Nonlinear Autoregressive Distributed Lag Models:
General-to-Specific Approach

syg_data function

A data frame with 0 observations on the following variables.<dl>
 <dt><code>ca_u</code></dt>
<dd>Canada (CA) unemployment rate</dd> <dt><code>jp_u</code></dt>
<dd>Japan (JP) unemployment rate</dd> <dt><code>us_u</code></dt>
<dd>United States (US) unemployment rate</dd> <dt><code>us_ip</code></dt>
<dd>Natural log of US industrial production (s.a)</dd> <dt><code>jp_ip</code></dt>
<dd>Natural log of JP industrial production (s.a)</dd> <dt><code>ca_ip</code></dt>
<dd>Natural log of CA industrial production (s.a)</dd> <dt><code>time</code></dt>
<dd>1981M01 - 2022M07</dd> 
</dl>

Format

Time series data on output and unemployment in Canada, Japan and United States from 1981M01 to 2022M07 — syg_data

A data frame with 0 observations on the following variables.<dl>
 <dt><code>ca_u</code></dt>
<dd>Canada (CA) unemployment rate</dd>

 <dt><code>jp_u</code></dt>
<dd>Japan (JP) unemployment rate</dd>

 <dt><code>us_u</code></dt>
<dd>United States (US) unemployment rate</dd>

 <dt><code>us_ip</code></dt>
<dd>Natural log of US industrial production (s.a)</dd>

 <dt><code>jp_ip</code></dt>
<dd>Natural log of JP industrial production (s.a)</dd>

 <dt><code>ca_ip</code></dt>
<dd>Natural log of CA industrial production (s.a)</dd>

 <dt><code>time</code></dt>
<dd>1981M01 - 2022M07</dd>

 
</dl>

syg_data: Time series data on output and unemployment in Canada, Japan and United States from 1981M01 to 2022M07

Description

Usage

Arguments

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Details

Examples