Last data update: 2014.03.03
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R: TV and Radio Advertising Expenditures Data
DutchAdvert | R Documentation |
TV and Radio Advertising Expenditures Data
Description
Time series of television and radio advertising expenditures (in real terms)
in The Netherlands.
Usage
data("DutchAdvert")
Format
A four-weekly multiple time series from 1978(1) to 1994(13) with 2 variables.
- tv
Television advertising expenditures.
- radio
Radio advertising expenditures.
Source
Online complements to Franses (1998).
http://www.few.eur.nl/few/people/franses/research/book2.htm
References
Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting.
Cambridge, UK: Cambridge University Press.
See Also
Franses1998
Examples
data("DutchAdvert")
plot(DutchAdvert)
## EACF tables (Franses 1998, p. 99)
ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
ddiff <- function(x) diff(diff(x, frequency(x)), 1)
eacf <- function(y, lag = 12) {
stopifnot(all(lag > 0))
if(length(lag) < 2) lag <- 1:lag
rval <- sapply(
list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
Dy = diff(y, frequency(y)), dDy = ddiff(y)),
function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
rownames(rval) <- lag
return(rval)
}
## Franses (1998), Table 5.4
round(eacf(log(DutchAdvert[,"tv"]), lag = c(1:19, 26, 39)), digits = 3)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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> library(AER)
Loading required package: car
Loading required package: lmtest
Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Loading required package: sandwich
Loading required package: survival
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/AER/DutchAdvert.Rd_%03d_medium.png", width=480, height=480)
> ### Name: DutchAdvert
> ### Title: TV and Radio Advertising Expenditures Data
> ### Aliases: DutchAdvert
> ### Keywords: datasets
>
> ### ** Examples
>
> data("DutchAdvert")
> plot(DutchAdvert)
>
> ## EACF tables (Franses 1998, p. 99)
> ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
> ddiff <- function(x) diff(diff(x, frequency(x)), 1)
> eacf <- function(y, lag = 12) {
+ stopifnot(all(lag > 0))
+ if(length(lag) < 2) lag <- 1:lag
+ rval <- sapply(
+ list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
+ Dy = diff(y, frequency(y)), dDy = ddiff(y)),
+ function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
+ rownames(rval) <- lag
+ return(rval)
+ }
>
> ## Franses (1998), Table 5.4
> round(eacf(log(DutchAdvert[,"tv"]), lag = c(1:19, 26, 39)), digits = 3)
y dy cdy Dy dDy
1 0.933 0.215 0.039 0.663 -0.301
2 0.836 -0.352 -0.255 0.529 -0.111
3 0.781 -0.418 -0.316 0.471 -0.083
4 0.774 -0.351 -0.301 0.466 0.044
5 0.813 -0.013 -0.020 0.431 0.001
6 0.857 0.417 0.346 0.393 -0.003
7 0.848 0.438 0.409 0.357 0.036
8 0.786 -0.008 0.024 0.299 0.008
9 0.723 -0.348 -0.308 0.233 -0.031
10 0.700 -0.398 -0.288 0.191 -0.022
11 0.725 -0.324 -0.191 0.162 0.026
12 0.788 0.240 0.109 0.119 0.105
13 0.829 0.810 0.531 0.004 -0.412
14 0.773 0.265 0.183 0.172 0.312
15 0.683 -0.331 -0.210 0.125 -0.103
16 0.630 -0.370 -0.222 0.146 0.096
17 0.621 -0.334 -0.277 0.103 0.008
18 0.656 -0.025 -0.053 0.050 -0.187
19 0.699 0.383 0.274 0.127 0.003
26 0.672 0.728 0.399 0.111 -0.002
39 0.500 0.650 0.294 0.172 0.034
>
>
>
>
>
> dev.off()
null device
1
>
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