valueofstocks {lmtest}R Documentation

Value of Stocks

Description

Value of Stocks Data

Usage

data(valueofstocks)

Format

A multivariate quarterly time series from 1960(1) to 1977(3) with variables

VST
value of stocks,
MB
monetary base,
RTPD
dollar rent on producer durables,
RTPS
dollar rent on producer structures,
XBC
production capacity for business output.

Source

The data was originally studied by Woglom (1981), the data set is given in Krämer and Sonnberger (1986).

References

G. Woglom (1981), A Reexamination of the Role of Stocks in the Consumption Function and the Transmission Mechanism. Journal of Money, Credit and Banking 13, 215–220

W. Krämer & H. Sonnberger (1986), The Linear Regression Model Under Test. Heidelberg: Physica

Examples

data(valueofstocks)
lm(log(VST) ~., data=valueofstocks)

[Package lmtest version 0.9-14 Index]