Monthly US Macroeconomic Data (1947–2004, Stock & Watson)

Description

Time series data on 4 US macroeconomic variables for 1947–2004.

Usage

data("USMacroSWM")

Format

A monthly multiple time series from 1947(1) to 2004(4) with 4 variables.

production

index of industrial production.

oil

oil price shocks, starting 1948(1).

cpi

all-items consumer price index.

expenditure

personal consumption expenditures price deflator, starting 1959(1).

Source

Online complements to Stock and Watson (2007).

http://wps.aw.com/aw_stock_ie_2/0,12040,3332253-,00.html

References

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

See Also

StockWatson2007, USMacroSW, USMacroSWQ, USMacroB, USMacroG

Examples

data("USMacroSWM")
plot(USMacroSWM)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> 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/USMacroSWM.Rd_%03d_medium.png", width=480, height=480)
> ### Name: USMacroSWM
> ### Title: Monthly US Macroeconomic Data (1947-2004, Stock & Watson)
> ### Aliases: USMacroSWM
> ### Keywords: datasets
> 
> ### ** Examples
> 
> data("USMacroSWM")
> plot(USMacroSWM)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>