## Documentation Center |

Econometrics Toolbox™ includes the sample data sets and examples in the following tables.

Data sets contain individual data variables, description variables
with references, and `dataset` arrays encapsulating
the data set and its description, as appropriate. To load a data set
into the workspace, type

load Data_Filename,

where `Data_ Filename` is
one of the files listed in the table.

Data Set Name | Description |
---|---|

Data_Canada | Canadian inflation and interest rates, 1954–1994 |

Data_Danish | Danish stock returns, bond yields, 1922–1999 |

Data_EquityIdx | U.S. equity indices, 1990–2001 |

Data_FXRates | Currency exchange rates, 1979–1998 |

Data_GDP | U.S. Gross Domestic Product, 1947–2005 |

Data_GlobalIdx1 | Global large-cap equity indices, 1993–2003 |

Data_GNP | U.S. Gross National Product, 1947–2005 |

Data_Income1 | Simulated data on income and education |

Data_Income2 | Average annual earnings by educational attainment in eight workforce age categories |

Data_JAustralian | Johansen's Australian data, 1972–1991 |

Data_JDanish | Johansen's Danish data, 1974–1987 |

Data_MarkPound | Deutschmark/British Pound foreign-exchange rate, 1984–1991 |

Data_NelsonPlosser | Macroeconomic series of Nelson and Plosser, 1860–1970 |

Data_SchwertMacro | Macroeconomic series of Schwert, 1947–1985 |

Data_SchwertStock | Indices of U.S. stock prices, 1871–2008 |

Data_TBill | Three-month U.S. treasury bill secondary market rates, 1947–2005 |

Data_USEconModel | US Macroeconomic series |

Data_VARMA22 | Two-dimensional VARMA(2,2) specification |

Data_CreditDefaults | Investment-grade corporate bond defaults and four predictors, 1984–2004 |

Data_Recessions | U.S. recession start and end dates, 1857–2011 |

Example Name | Description |
---|---|

Demo_ClassicalTests | Performing classical model misspecification tests |

Demo_RiskFHS | Using bootstrapping and filtered historical simulation to evaluate market risk |

Demo_RiskEVT | Using extreme value theory and copulas to evaluate market risk |

Demo_HPFilter | Using the Hodrick-Prescott filter to reproduce their original result |

Demo_USEconModel | Modeling the United States economy |

Demo_TSReg1 | Introducing basic assumptions behind multiple linear regression models |

Demo_TSReg2 | Detecting correlation among predictors and accommodate problems of large estimator variance |

Demo_TSReg3 | Detecting influential observations in time series data and accommodate their effect on multiple linear regression models |

Demo_TSReg4 | Investigating trending variables, spurious regression, and methods of accommodation in multiple linear regression models |

Demo_TSReg5 | Selecting a parsimonious set of predictors with high statistical significance for multiple linear regression models |

Demo_TSReg6 | Evaluating model assumptions and investigate respecification opportunities by examining the series of residuals |

Demo_TSReg7 | Presenting the basic setup for producing conditional and unconditional forecasts from multiple linear regression models |

Demo_TSReg8 | Examining how lagged predictors affect least-squares estimation of multiple linear regression models |

Demo_TSReg9 | Illustrating predictor history selection for multiple linear regression models |

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