Raotbl5             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _u_s_e_d _b_y _P_i_e_r_r_e _P_e_r_r_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 Pierre Perron in
     his article: ''Trend, Unit Root and Structural Change in
     Macroeconomic Time Series".

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

     data(Raotbl5)

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

     A data frame on real aggregate output for various countries;
     annual data starting in 1870 until 1986.

       'ita'  Italy.
       'nor'  Norway.
       'swe'  Sweden.
       'ukg'  United Kingdom.
       'usa'  United States of America.

     For further details about the data see _Notes_ in the data
     appendix `Table D.5' of Rao, ``Cointegration for the Applied
     Economist".

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

     Bernhard Pfaff

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

     Pierre Perron (1994), Trend, Unit Root and Structural Change in
     Macroeconomic Time Series, in:  Cointegration for the Applied
     Economist, ed. B. Bhaskara Rao, chapter 4, Data Appendix, Table
     D.5.

