GNPDEF

GNP deflator for U.S. inflation data from 1947-01-01 to 2010-04-01.

datasets

Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.

Esam Mahdi

portes

Portmanteau Tests for Time Series Models

GNPDEF function

A data frame with 254 observations on the following 2 variables.<dl>
 <dt><code>time</code></dt>
<dd>time</dd> <dt><code>GNPDEF</code></dt>
<dd>a numeric vector denotes the GNP deflator</dd> 
</dl>

Format

GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010. — GNPDEF

A data frame with 254 observations on the following 2 variables.<dl>
 <dt><code>time</code></dt>
<dd>time</dd>

 <dt><code>GNPDEF</code></dt>
<dd>a numeric vector denotes the GNP deflator</dd>

 
</dl>

GNPDEF: GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.

Description

Usage

Arguments

Format

References

Examples