Money {ETM} | R Documentation |
quarterly observations from 1967-1 to 1998-4
number of observations : 128
observation : Country
country : Canada
data(Money)
A dataframe containing :
“M is the log of series B1629 (M1B), converted to quarterly, minus P. Y is the log of series D14872. P is the log of series D14840 divided by series D14872. R is series B14007, converted to quarterly.”
CANSIM Database of Statistics Canada.
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 7 and 8.