R: Data set used by Pierre Perron (1994)

Raotbl5 {urca} | R Documentation

## Data set used by Pierre Perron (1994)

### Description

This data set contains the time series used by Pierre Perron in his article: ”Trend, Unit Root and Structural Change in Macroeconomic Time Series".

### Usage

    data(Raotbl5)

### Format

A data frame on real aggregate output for various countries; annual data starting in 1870 until 1986.

`ita` | Italy.
`nor` | Norway.
`swe` | Sweden.
`ukg` | United Kingdom.
`usa` | United States of America.

For further details about the data see Notes in the data appendix ‘Table D.5’ of Rao, “Cointegration for the Applied Economist".

### Author(s)

Bernhard Pfaff

### Source

Pierre Perron (1994), Trend, Unit Root and Structural Change in Macroeconomic Time Series, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 4, Data Appendix, Table D.5.

[Package urca version 1.3-0 Index]