Raotbl7             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _u_s_e_d _b_y _G_l_e_n_n _O_t_t_o (_1_9_9_4)

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

     This data set contains Canadian quarterly data used by Glenn Otto
     in his article: ``Diagnostic Testing: An Application to the Demand
     for M1".

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

     data(Raotbl7)

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

     A data frame with quarterly data from 1956:1 until 1988:4. 

        'm1'  Money stock M1.
         'p'  Implicit price deflator for GDP, 1981=100.
       'gdp'  GDP at constant 1981 prices.
         'r'  90-day prime corporate rate.

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

     Bernhard Pfaff

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

     Glenn Otto (1994), Diagnostic Testing: An Application to the
     Demand for M1, in:  Cointegration for the Applied Economist,  ed.
     B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.

