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\name{Raotbl3}
\alias{Raotbl3}
\encoding{latin1}
\docType{data}
\title{Data set used by Holden and Perman (1994)}
\description{
This data set contains the time series used by Darryl Holden and Roger
Perman in their article: ``Unit Roots and Cointegration for the Economist".
}
\usage{data(Raotbl3)}
\format{
A data frame with quarterly data (ts objects) from the United Kingdom
starting in 1966:4 until 1991:2 for the following 6 variables (all
transformed to natural logarithms).
\tabular{rl}{
\code{lc} \tab Real consumption expenditure. \cr
\code{li} \tab Real income. \cr
\code{lw} \tab Real wealth. \cr
\code{dd682} \tab Dummy variable for 68:2. \cr
\code{dd792} \tab Dummy variable for 79:2. \cr
\code{dd883} \tab Dummy variable for 88:3.
}
More details about the data are provided in the data appendix of Rao,
``Cointegration for the Applied Economist" (see source below).
}
\source{
Holden, Darryl and Roger Perman (1994), Unit Roots and Cointegration
for the Economist, in: Cointegration for the Applied Economist,
ed. B. Bhaskara Rao, chapter 3, Data Appendix, Table D.3.
}
\author{Bernhard Pfaff}
\keyword{datasets}
\concept{data set Rao Holden Perman}
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