% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{sw_dcf}
\alias{sw_dcf}
\title{Stock and Watson Markov Switching Dynamic Common Factor Data Set}
\format{
data.table with columns DATE, VARIABLE, VALUE, and MATURITY 
The data is monthly frequency with variables ip (industrial production), 
gmyxpg (total personal income less transfer payments in 1987 dollars), 
mtq (total manufacturing and trade sales in 1987 dollars), 
lpnag (employees on non-agricultural payrolls), and
dcoinc (the coincident economic indicator)
}
\source{
Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/> (http://econ.korea.ac.kr/~cjkim/).
}
\usage{
data(sw_dcf)
}
\description{
Stock and Watson Markov Switching Dynamic Common Factor Data Set
}
\keyword{datasets}
