Raotbl3             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _u_s_e_d _b_y _H_o_l_d_e_n _a_n_d _P_e_r_m_a_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 Darryl Holden and
     Roger Perman in their article: ``Unit Roots and Cointegration for
     the Economist".

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

     data(Raotbl3)

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

     A data frame with quarterly data (ts objects) from the United
     Kingdom starting in 1966:4 until 1991:2 for the following 6
     variables (all transformed to natural logarithms).

          'lc'  Real consumption expenditure.
          'li'  Real income.
          'lw'  Real wealth.
       'dd682'  Dummy variable for 68:2.
       'dd792'  Dummy variable for 79:2.
       'dd883'  Dummy variable for 88:3.

     More details about the data are provided in the data appendix of
     Rao, ``Cointegration for the Applied Economist" (see source
     below).

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

     Bernhard Pfaff

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

     Holden, Darryl and Roger Perman (1994), Unit Roots and
     Cointegration for the Economist, in:  Cointegration for the
     Applied Economist, ed. B. Bhaskara Rao, chapter 3, Data Appendix,
     Table D.3.

