Time Series

Description

annual

• Klein : Klein's Model I
• LT : Dollar Sterling Exchange Rate
• Longley : The Longley Data
• ManufCost : Manufacturing Costs
• Mpyr : Money, National Product and Interest Rate
• Solow : Solow's Technological Change Data

daily

• CRSPday : Daily Returns from the CRSP Database

monthly

• CRSPmon : Monthly Returns from the CRSP Database
• Intratesm : Interest Rates (monthly)
• Mishkin : Inflation and Interest Rates
• Orange : The Orange Juice Data Set

quarterly

• Consumption : Quarterly Data on Consumption and Expenditure
• Hstarts : Housing Starts
• Intratesq : Interest Rates (quarterly)
• MW : Growth of Disposable Income and Treasury Bill Rate
• Macrodat : Macroeconomic Time Series for the United States
• Money : Money, GDP and Interest Rate in Canada
• Tbrate : Interest Rate, GDP and Inflation

weekly

• DM : DM Dollar Exchange Rate
• Pound : Pound-dollar Exchange Rate
• Yen : Yen-dollar Exchange Rate