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GNPDEF

GNP Deflator for U.S. Inflation Data from January 01, 1947 to April 01, 2010.


Description

GNP deflator for U.S. inflation data from 1947-01-01 to 2010-04-01.

Usage

data(GNPDEF)

Format

A data frame with 254 observations on the following 2 variables.

time

time

GNPDEF

a numeric vector denotes the GNP deflator

References

Bollerslev, T. (1986). "Generalized autoregressive conditional heteroskedasticity". Journal of Econometrics, 31(3), 307-327.

Examples

plot(ts(GNPDEF[,2]))

portes

Portmanteau Tests for Univariate and Multivariate Time Series Models

v5.0
GPL (>= 2)
Authors
Esam Mahdi [aut, cre], Ian McLeod [ctb]
Initial release
2020-12-12

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