USMacroSWM {AER} | R Documentation

## Monthly US Macroeconomic Data (1947–2004, Stock \& Watson)

### Description

Time series data on 4 US macroeconomic variables for 1947–2004.

### Usage

    data("USMacroSWM")

### Format

A monthly multiple time series from 1947(1) to 2004(4) with 4 variables.

production

  index of industrial production.

oil

  oil price shocks, starting 1948(1).

cpi

  all-items consumer price index.

expenditure

  personal consumption expenditures price deflator, starting 1959(1).

### Source

Online complements to Stock and Watson (2007).

http://wps.aw.com/aw_stock_ie_2/0,12040,3332253-,00.html

### References

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

### See Also

`StockWatson2007`, `USMacroSW`, `USMacroSWQ`, `USMacroB`, `USMacroG`

### Examples

    data("USMacroSWM")
    plot(USMacroSWM)

[Package AER version 1.2-4 Index]