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urca (version 1.3-4)

UKconinc: Data set for the United Kingdom

Description

This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215--238.

Usage

data(UKconinc)

Arguments

Format

A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.

conslThe log of total real consumption in the U.K.
inclThe log of real disposable income in the U.K.

Author

Bernhard Pfaff

References

Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215--238.