R Dataset / Package Ecdat / Grunfeld

On this R-data statistics page, you will find information about the Grunfeld data set which pertains to Grunfeld Investment Data . The Grunfeld data set is found in the Ecdat R package. You can load the Grunfeld data set in R by issuing the following command at the console data("Grunfeld"). This will load the data into a variable called Grunfeld. If R says the Grunfeld data set is not found, you can try installing the package by issuing this command install.packages("Ecdat") and then attempt to reload the data with the library() command. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Grunfeld R data set. The size of this file is about 4,900 bytes.

Grunfeld Investment Data

Description

a panel of 10 observations from 1935 to 1954

number of observations : 200

observation : production units

country : United States

Usage

data(Grunfeld)

Format

A dataframe containing :

firm: observation
year: date
inv: gross Investment
value: value of the firm
capital: stock of plant and equipment

Source

Moody's Industrial Manual, Survey of Current Business.

References

Greene, W.H. (2003) Econometric Analysis, Prentice Hall, http://www.prenhall.com/greene/greene1.html, Table F13.1.

Baltagi, Badi H. (2003) Econometric analysis of panel data, John Wiley and sons, http://www.wiley.com/legacy/wileychi/baltagi/.

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