R: Value of Stocks

valueofstocks {lmtest} | R Documentation

## Value of Stocks

### Description

Value of Stocks Data

### Usage

    data(valueofstocks)

### Format

A multivariate quarterly time series from 1960(1) to 1977(3) with variables

VST

  value of stocks,

MB

  monetary base,

RTPD

  dollar rent on producer durables,

RTPS

  dollar rent on producer structures,

XBC

  production capacity for business output.

### Source

The data was originally studied by Woglom (1981), the data set is given in Krämer and Sonnberger (1986).

### References

G. Woglom (1981), A Reexamination of the Role of Stocks in the Consumption Function and the Transmission Mechanism. Journal of Money, Credit and Banking 13, 215–220

W. Krämer & H. Sonnberger (1986), The Linear Regression Model Under Test. Heidelberg: Physica

### Examples

    data(valueofstocks)
    lm(log(VST) ~., data=valueofstocks)

[Package lmtest version 0.9-37 Index]