Raotbl1             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _u_s_e_d _b_y _D_i_c_k_e_y, _J_a_n_s_e_n & _T_h_o_r_n_t_o_n (_1_9_9_4)

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

     This data set contains the time series used by David A. Dickey,
     Dennis W. Jansen and Daniel L. Thornton in their article: ``A
     Primer on Cointegrating with an Application to Money and Income''.

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

     data(Raotbl1)

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

     A data frame with quarterly oberservations (ts objects) starting
     in 1953:1 until 1988:4 for the following 4 variables (all
     transformed to natural logarithms.

          'k'  Ratio of currency to total checkable deposits.
        'ksa'  seasonally adjusted series of 'k'.
        'r3m'  Nominal 3 month T-Bill rate.
       'r10y'  Nominal yield on 10-year Government securities.
       'rgnp'  Real GNP.

_A_u_t_h_o_r(_s):

     Bernhard Pfaff

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

     Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994),
     A Primer on Cointegration with an Application to Money and Income,
     in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao,
     chapter 2, Data Appendix, Table D.1.

