R Dataset / Package Zelig / grunfeld

On this R-data statistics page, you will find information about the grunfeld data set which pertains to Simulation Data for model Seemingly Unrelated Regression (sur) that corresponds to method SUR of systemfit. The grunfeld data set is found in the Zelig 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("Zelig") 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 836 bytes.

Simulation Data for model Seemingly Unrelated Regression (sur) that corresponds to method SUR of systemfit

Description

Dataframe contains 20 annual observations from 1935 to 1954 of 7 variables for two firms General Electric and Westinghouse. Columns are Year; Ige and Iw = Gross investment for GE and W,respectively; Fge and Fw=Market value of Firm as of begin of the year; Cge and Cw= Capital stock measure as of begin of the year.

Usage

data(grunfeld)

Format

A table containing 7 variables ("Year", "Ige", "Fge", "Cge","Iw", "Fw","Cw") and 20 observations.

Dataset imported from https://www.r-project.org.

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