bev                 package:tseries                 R Documentation

_B_e_v_e_r_i_d_g_e _W_h_e_a_t _P_r_i_c_e _I_n_d_e_x, _1_5_0_0-_1_8_6_9.

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

     Contains the well-known Beveridge Wheat Price Index which gives
     annual price data from 1500 to 1869, averaged over many locations
     in western and central Europe.

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

     data(bev)

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

     A univariate time series with 370 observations.  The object is of
     class '"ts"'.

_D_e_t_a_i_l_s:

     This data provides an example of long memory time series which has
     the appearance of being nonstationary in levels and yet also
     appears overdifferenced.  See, e.g., Baillie (1996).

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

     Time Series Data Library: <URL:
     http://www-personal.buseco.monash.edu.au/~hyndman/TSDL/>

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

     R. T. Baillie (1996): Long Memory Processes and Fractional
     Integration in Econometrics. _Journal of Econometrics_, *73*,
     5-59.

