The data are quarterly, seasonally unadjusted in 1958 prices, covering the period 1957/3-1967/4 (with 7 series each with 42 observations), as published in Economic Trends, with information about consumers' expenditure on goods and services, Investment, inventory investment, imports of goods and services, gross domestic product, and personal disposable income. Prothero and Wallis (1976) fitted several models to each series and compared their performance with a multivariate model.
data("EconomicUK")A data frame with 42 observations on the following 8 variables.
Cdconsumers' expenditure on durable goods
Cnconsumers' expenditure on all other goods and services
Iinvestment (gross domestic fixed capital formation)
Ivinventory investment (value of physical increase in stocks and work in progress)
Mimports of goods and services
Ygross domestic product
Ydpersonal disposable income
yearyear with attributed number associated to quarterly period
David L. Prothero and Kenneth F. Wallis (1976). "Modelling macroeconomic time series (with discussion)", Journal of the Royal Statistical Society, A, Vol.139, Part 4, pp.468-500.