| Raotbl7 {urca} | R Documentation |
This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".
data(Raotbl7)
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. |
Bernhard Pfaff
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.