R: Data set used by Holden and Perman (1994)

Raotbl3 {urca} | R Documentation

## Data set used by Holden and Perman (1994)

### Description

This data set contains the time series used by Darryl Holden and Roger Perman in their article: “Unit Roots and Cointegration for the Economist".

### Usage

    data(Raotbl3)

### Format

A data frame with quarterly data (ts objects) from the United Kingdom starting in 1966:4 until 1991:2 for the following 6 variables (all transformed to natural logarithms).

`lc` | Real consumption expenditure.
`li` | Real income.
`lw` | Real wealth.
`dd682` | Dummy variable for 68:2.
`dd792` | Dummy variable for 79:2.
`dd883` | Dummy variable for 88:3.

More details about the data are provided in the data appendix of Rao, “Cointegration for the Applied Economist" (see source below).

### Author(s)

Bernhard Pfaff

### Source

Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration for the Economist, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.

[Package urca version 1.3-0 Index]