DutchAdvert {AER} | R Documentation

## TV and Radio Advertising Expenditures Data

### Description

Time series of television and radio advertising expenditures (in real terms) in The Netherlands.

### Usage

    data("DutchAdvert")

### Format

A four-weekly multiple time series from 1978(1) to 1994(13) with 2 variables.

tv

  Television advertising expenditures.

radio

  Radio advertising expenditures.

### Source

Originally available as an online supplement to Franses (1998). Now available via online complements to Franses, van Dijk and Opschoor (2014).

http://www.cambridge.org/us/academic/subjects/economics/econometrics-statistics-and-mathematical-economics/time-series-models-business-and-economic-forecasting-2nd-edition

### References

Franses, P.H. (1998). Time Series Models for Business and Economic Forecasting. Cambridge, UK: Cambridge University Press.

Franses, P.H., van Dijk, D. and Opschoor, A. (2014). Time Series Models for Business and Economic Forecasting, 2nd ed. Cambridge, UK: Cambridge University Press.

### See Also

`Franses1998`

### Examples

    data("DutchAdvert")
    plot(DutchAdvert)

    ## EACF tables (Franses 1998, Sec. 5.1, p. 99)
    ctrafo <- function(x) residuals(lm(x ~ factor(cycle(x))))
    ddiff <- function(x) diff(diff(x, frequency(x)), 1)
    eacf <- function(y, lag = 12) {
      stopifnot(all(lag > 0))
      if(length(lag) < 2) lag <- 1:lag
      rval <- sapply(
        list(y = y, dy = diff(y), cdy = ctrafo(diff(y)),
             Dy = diff(y, frequency(y)), dDy = ddiff(y)),
        function(x) acf(x, plot = FALSE, lag.max = max(lag))$acf[lag + 1])
      rownames(rval) <- lag
      return(rval)
    }

    ## Franses (1998, p. 103), Table 5.4
    round(eacf(log(DutchAdvert[,"tv"]), lag = c(1:19, 26, 39)), digits = 3)

[Package AER version 1.2-6 Index]