valueofstocks         package:lmtest         R Documentation(latin1)

_V_a_l_u_e _o_f _S_t_o_c_k_s

_D_e_s_c_r_i_p_t_i_o_n:

     Value of Stocks Data

_U_s_a_g_e:

     data(valueofstocks)

_F_o_r_m_a_t:

     A multivariate quarterly time series from 1960(1) to 1977(3) with
     variables

     _V_S_T value of stocks,

     _M_B monetary base,

     _R_T_P_D dollar rent on producer durables,

     _R_T_P_S dollar rent on producer structures,

     _X_B_C production capacity for business output.

_S_o_u_r_c_e:

     The data was originally studied by Woglom (1981), the data set is
     given in Krmer and Sonnberger (1986).

_R_e_f_e_r_e_n_c_e_s:

     G. Woglom (1981), A Reexamination of the Role of Stocks in the
     Consumption Function and the Transmission Mechanism. _Journal of
     Money, Credit and Banking_ *13*, 215-220

     W. Krmer & H. Sonnberger (1986), _The Linear Regression Model
     Under Test_. Heidelberg: Physica

_E_x_a_m_p_l_e_s:

     data(valueofstocks)
     lm(log(VST) ~., data=valueofstocks)

