lmtest (version 0.9-5)

valueofstocks: Value of Stocks

Description

Value of Stocks Data

Usage

data(valueofstocks)

source

The data was originally studied by Woglom (1981), the data set is given in Kr�mer and Sonnberger (1986).

References

G. Woglom (1981), A Reexamination of the Role of Stocks in the Consumption Function and the Transmission Mechanism. Journal of Money, Credit and Banking 13, 215--220

W. Kr�mer & H. Sonnberger (1986), The Linear Regression Model Under Test. Heidelberg: Physica

Examples

data(valueofstocks)
lm(log(VST) ~., data=valueofstocks)