R Dataset / Package Ecdat / Klein

On this R-data statistics page, you will find information about the Klein data set which pertains to Klein's Model I . The Klein data set is found in the Ecdat R package. You can load the Klein data set in R by issuing the following command at the console data("Klein"). This will load the data into a variable called Klein. If R says the Klein 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 Klein R data set. The size of this file is about 1,037 bytes.

Klein's Model I

Description

annual observations from 1920 to 1941

number of observations : 22

observation : country

country : United States

Usage

data(Klein)

Format

A time serie containing :

cons: consumption
profit: corporate profits
privwage: private wage bill
inv: investment
lcap: previous year's capital stock
gnp: GNP
pubwage: government wage bill
govspend: government spending
taxe: taxes

Source

Klein, L. (1950) Economic fluctuations in the United States, 1921-1941, New York, John Wiley and Sons.

References

Greene, W.H. (2003) Econometric Analysis, Prentice Hall, http://www.prenhall.com/greene/greene1.html, Table F15.1.

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