Econ 584: Data and programs for problem sets


Home Syllabus Homework Notes Announcements Links Programs Papers	Economics 584 Time Series Econometrics Homework and Computer Labs Spring 2000
Last updated: May 30, 2000
Assignment	Programs	Data
584lab1_00.pdf. Fun with ARMA models	None needed	Postwar quarterly real GDP.(Eviews .db file) Updated through 1998:03 from recent Haver analytics database.
584lab2_00.pdf	uc_mnzrr.prg bn.prg arma.prg	Postwar quarterly real GDP from DRI: 1947:I - 1998:II
584lab3_00.pdf. Testing for unit roots and VAR modeling.	None needed	All data are in EVIEWS .db format (text download). The sample period is 1951.01 to 1993.12. IP Industrial production index FM1 Nominal M1 PWFSA Producer price index FYGM3 90 day US T-bill rate
584lab400.pdf 584lab4002.pdf	None needed	Data is Eviews workfile format. usuk.wf1

Economics 584 Time Series Econometrics