R: Data set used by Pierre Perron (1994)

Raotbl4 {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(Raotbl4)

### Format

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

`aus` | Australia.
`can` | Canada.
`den` | Denmark.
`fin` | Finland.
`fra` | France.
`ger` | Germany.

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.4.

[Package urca version 1.3-0 Index]