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\name{Raotbl1}
\alias{Raotbl1}
\docType{data}
\encoding{latin1}
\title{Data set used by Dickey, Jansen \& Thornton (1994)}
\description{
This data set contains the time series used by David A. Dickey, Dennis
W. Jansen and Daniel L. Thornton in their article: ``A Primer on
Cointegrating with an Application to Money and Income''.
}
\usage{data(Raotbl1)}
\format{
A data frame with quarterly oberservations (ts objects) starting in
1953:1 until 1988:4 for the following 4 variables (all transformed to
natural logarithms.
\tabular{rl}{
\code{k} \tab Ratio of currency to total checkable deposits. \cr
\code{ksa} \tab seasonally adjusted series of \code{k}. \cr
\code{r3m} \tab Nominal 3 month T-Bill rate. \cr
\code{r10y} \tab Nominal yield on 10-year Government securities. \cr
\code{rgnp} \tab Real GNP.
}
}
\source{
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A
Primer on Cointegration with an Application to Money and Income, in:
Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter
2, Data Appendix, Table D.1.
}
\author{Bernhard Pfaff}
\keyword{datasets}
\concept{data set Rao Dickey Jansen Thornton}
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