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\name{bev}
\alias{bev}
\title{
Beveridge Wheat Price Index, 1500--1869.
}
\description{
Contains the well-known Beveridge Wheat Price Index which gives annual
price data from 1500 to 1869, averaged over many locations in western
and central Europe.
}
\usage{
data(bev)
}
\format{
A univariate time series with 370 observations. The object is of
class \code{"ts"}.
}
\details{
This data provides an example of long memory time series which has the
appearance of being nonstationary in levels and yet also appears
overdifferenced. See, e.g., Baillie (1996).
}
\source{
Time Series Data Library:
\url{https://robjhyndman.com/TSDL/}
}
\references{
R. T. Baillie (1996):
Long Memory Processes and Fractional Integration in Econometrics.
\emph{Journal of Econometrics}, \bold{73}, 5--59.
}
\keyword{datasets}
|
