R: Data set used by Glenn Otto (1994)

Raotbl7 {urca} | R Documentation

## Data set used by Glenn Otto (1994)

### Description

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

### Usage

    data(Raotbl7)

### Format

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.

### Author(s)

Bernhard Pfaff

### Source

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.

[Package urca version 1.3-0 Index]