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urca (version 1.3-4)

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

Description

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

Usage

data(Raotbl3)

Arguments

Format

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).

lcReal consumption expenditure.
liReal income.
lwReal wealth.
dd682Dummy variable for 68:2.
dd792Dummy variable for 79:2.
dd883Dummy variable for 88:3.

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

Author

Bernhard Pfaff