m.unrate {tsDyn} | R Documentation |
Monthly US civilian unemployment rate from 1948 through 2004. Used in the book financial time series for Tsay (2005, chapter 4)
data(m.unrate)
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‘https://faculty.chicagobooth.edu/ruey-s-tsay/research/analysis-of-financial-time-series-2nd-edition’
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 4)