R: Data set used by Dickey, Jansen & Thornton (1994)

Raotbl1 {urca} | R Documentation

## Data set used by Dickey, Jansen \& Thornton (1994)

### Description

This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.

### Usage

    data(Raotbl1)

### Format

A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.

`k` | Ratio of currency to total checkable deposits.
`ksa` | seasonally adjusted series of `k`.
`r3m` | Nominal 3 month T-Bill rate.
`r10y` | Nominal yield on 10-year Government securities.
`rgnp` | Real GNP.

### Author(s)

Bernhard Pfaff

### Source

Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.1.

[Package urca version 1.3-0 Index]