Eviews5 / EViews5 / Example Files / docs / Pindyck_data

Data Contents Pindyck Data Directory Contents The Pindyck directory contains example data used in the supplement to Pindyck and Rubinfeld, A Computer Handbook using EViews. The following is a list of the workfiles included in this directory along 

with a description of the series contained in each workfile. CONS1.WF1 GC personal consumption expenditures GYD disposable personal income GCDAN personal consumption expenditures on new autos GWY wages and salaries R three month treasury bill rate (% per year) AUTO1.WF1 S personal consumption expenditures on new autos W wages and salaries AUTO2.WF1 S personal consumption expenditures on new autos YP personal income R three month treasury bill rate (% per year) CPI consumer price index TBILL.WF1 R three month treasury bill rate (% per year) IP federal reserve board index of industrial production M2 nominal money stock PW producer price index for all commodities POLUTE.WF1 PREC Average annual precipitation in inches JANT Average January temperature in degrees F JULT Same for July OVR65 % of 1960 SMSA population aged 65 or older POPN Average household size EDUC Median school years completed by those over 22 HOUS % of housing units which are sound & with all facilities DENS Population per sq. mile in urbanized areas, 1960 NONW % non-white population in urbanized areas, 1960 WCOL % employed in white collar occupations POOR % of families with income < $3000 HC Relative hydrocarbon pollution potential NOX Same for nitric oxides SO2 Same for sulphur dioxide HUMID Annual average % relative humidity at 1pm MORT Total age-adjusted mortality rate per 100,000 LWAGE.Wf1 ED years of education NONWH 1 if non-white HISP 1 if hispanic SEX 1 if female LNWAGE log of wage AGE age GAS.WF1 LGAS log per capita real expenditure on gasoline and oil LP log real price of gasoline and oil LINC log per capita real disposable income CONS2.WF1 GCQ real total consumption expenditures (in 1982$) GYDQ real disposable personal income (in 1982$) EXPEND.WF1 These are data from Table 6.2 in P&R. All variables names are the same as in Table 6.2, except EXPEND which is named EXP in Table 6.2 and the generated variables INC=PCINC*POP AID=PCAID*POP CAUSE.WF1 RGDP real GDP OILP producer price index for crude petroleum PATENT1.WF1 LPT log of number of patent applications LRD log of R&D expenditures lagged five years SCISECT CUSIP PATENT2.WF1 LPT* log of number of patent applications for firm * LRD* log of R&D expenditures lagged five years for firm * GARCH.WF1 RAAA AAA corporate bond rate R3 three month treasury bill rate IP index of industrial production PW wholesale (producer) price index FSPCOM S&P 500 common stock price index FSDXP S&P 500 common stock dividend yield (% per year) VOTE.WF1 These are data from Table 11.8 in P&R. All variables names are the same as in the Table. KLEIN.WF1 CN Consumption P Profits W1 Private wage bill W2 Government wage bill I Investment KLAG End-of-year capital stock TX Indirect tax G Government nonwage spending Y = CN+I+G-TX W = W1+w2 E = Y+TX-W2 MACRO.WF1 These are data from Table 13.5 in P&R. All variables names are the same as in the Table. OIL.WF1 These are data from Table 13.6 in P&R. P Price Q Production N Stocks IP Index of industrial production SALES.WF1 SALES Monthly retail sales of department stores HOUSE.WF1 HS Monthly housing starts EXER15_5.WF1 FSPCOM S&P 500 Common Stock Price Index RCAR6T Retail auto sales INVEN.WF1 GVUQ Change in nonfarm inventories RANDOM.WF1 These are data from Table 16.4 in P&R. All variables names are the same as in the Table.