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This data set contains the fourteen U.S. economic time series used by Schotman \& Dijk. All series are transformed by taking logarithms except for the bond yield. The sample period ends in 1988.
##### # Zivot-Andrews Unit Root Test # ##### Call: lm (formula = testmat) Residuals: Min 1 Q Median 3 Q Max-39.753-9.413 2.138 9.934 22.977 Coefficients: Estimate Std. Error t value Pr (>| t |) (Intercept) 21.49068 10.25301 2.096 0.04096 * y.l1 0.77341 0.05896 13.118 < 2e-16 *** trend 1.19804 0.66346 1.806 0.07675.
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