Raotbl3

<p>This data set contains the time series used by Darryl Holden and Roger
  Perman in their article: ``Unit Roots and Cointegration for the Economist".</p>

datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Eric Zivot

Matthieu Stigler

Raotbl3 function

<p>A data frame with quarterly data (ts objects) from the United Kingdom
  starting in 1966:4 until 1991:2 for the following 6 variables (all
  transformed to natural logarithms).</p>  
<p></p><table class="table">
<tr><td><code>lc</code></td><td>Real consumption expenditure.</td></tr>
<tr><td><code>li</code></td><td>Real income.</td></tr>
<tr><td><code>lw</code></td><td>Real wealth.</td></tr>
<tr><td><code>dd682</code></td><td>Dummy variable for 68:2.</td></tr>
<tr><td><code>dd792</code></td><td>Dummy variable for 79:2.</td></tr>
<tr><td><code>dd883</code></td><td>Dummy variable for 88:3.</td></tr>
</table><p></p><p>  
</p><p>More details about the data are provided in the data appendix of Rao,
  ``Cointegration for the Applied Economist" (see source below).</p>

Format

Author

Data set used by Holden and Perman (1994) — Raotbl3

<p>A data frame with quarterly data (ts objects) from the United Kingdom
  starting in 1966:4 until 1991:2 for the following 6 variables (all
  transformed to natural logarithms).</p>  
<p></p><table class='table'>
<tr><td><code>lc</code></td><td>Real consumption expenditure.</td></tr>
<tr><td><code>li</code></td><td>Real income.</td></tr>
<tr><td><code>lw</code></td><td>Real wealth.</td></tr>
<tr><td><code>dd682</code></td><td>Dummy variable for 68:2.</td></tr>
<tr><td><code>dd792</code></td><td>Dummy variable for 79:2.</td></tr>
<tr><td><code>dd883</code></td><td>Dummy variable for 88:3.</td></tr>
</table>

  
<p>More details about the data are provided in the data appendix of Rao,
  ``Cointegration for the Applied Economist" (see source below).</p>

Raotbl3: Data set used by Holden and Perman (1994)

Description

Usage

Arguments

Format

Author

`lc`	Real consumption expenditure.
`li`	Real income.
`lw`	Real wealth.
`dd682`	Dummy variable for 68:2.
`dd792`	Dummy variable for 79:2.
`dd883`	Dummy variable for 88:3.