infldata

Quarterly Norwegian year-on-year CPI inflation from 1989(1) to 2015(4).

datasets

time series

Statistical Models

Econometrics

Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03> for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.

Genaro Sucarrat

gets

General-to-Specific (GETS) Modelling and Indicator Saturation
Methods

infldata function

A data frame with 108 observations on the following 5 variables:<dl>
 <dt><code>date</code></dt>
<dd>a factor containing the dates</dd> <dt><code>infl</code></dt>
<dd>year-on-year inflation</dd> <dt><code>q2dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 2 and 0 otherwise</dd> <dt><code>q3dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 3 and 0 otherwise</dd> <dt><code>q4dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 4 and 0 otherwise</dd> 
</dl>

Format

Quarterly Norwegian year-on-year CPI inflation — infldata

A data frame with 108 observations on the following 5 variables:<dl>
 <dt><code>date</code></dt>
<dd>a factor containing the dates</dd>

 <dt><code>infl</code></dt>
<dd>year-on-year inflation</dd>

 <dt><code>q2dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 2 and 0 otherwise</dd>

 <dt><code>q3dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 3 and 0 otherwise</dd>

 <dt><code>q4dum</code></dt>
<dd>a dummy variable equal to 1 in quarter 4 and 0 otherwise</dd>

 
</dl>

infldata: Quarterly Norwegian year-on-year CPI inflation

Description

Usage

Arguments

Format

References

Examples