sw_dcf dataset

Stock and Watson Markov Switching Dynamic Common Factor Data Set

kimfilter package Read PDF manual

Maintainer: Alex Hubbard
License: GPL (>= 2)
Last published: 2025-10-17

About the dataset

Number of rows: 433
Number of columns: 6
Class: data.table, data.frame

Column names and types

date:Date
ip:numeric
gmyxpq:numeric
mtq:numeric
lpnag:numeric
dcoinc:numeric