tsDyn: m.unrate – R documentation

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m.unrate

Monthly US unemployment

Monthly US civilian unemployment rate from 1948 through 2004. Used in the book financial time series for Tsay (2005, chapter 4)

data(m.unrate)

zoo object

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 4)

Nonlinear Time Series Models with Regime Switching

v10-1.2

GPL (>= 2)

Authors

Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]

Initial release

2020-02-04