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Raotbl4: Data set used by Pierre Perron (1994)

Description

This data set contains the time series used by Pierre Perron in his article: ``Trend, Unit Root and Structural Change in Macroeconomic Time Series".

Usage

data(Raotbl4)

Arguments

Format

A data frame on real aggregate output for various countries; annual data starting in 1870 until 1986.

ausAustralia.
canCanada.
denDenmark.
finFinland.
fraFrance.
gerGermany.

For further details about the data see Notes in the data appendix `Table D.5' of Rao, ``Cointegration for the Applied Economist".

Author

Bernhard Pfaff