| USeconomic {tseries} | R Documentation |
This is the E.3 example data set of Luetkepohl (1991).
data(USeconomic)
4 univariate time series M1, GNP, rs, and
rl and the joint series USeconomic containing the
logarithm of M1, the logarithm of GNP, rs, and
rl.
It contains seasonally adjusted real U.S. money M1 and GNP in
1982 Dollars; discount rate on 91-Day treasury bills rs and
yield on long-term treasury bonds rl.
Luetkepohl, H. (1991): Introduction to Multiple Time Series Analysis. Springer Verlag, NY, 500–503.