Unemployment and the CCI

100 monthly observations on the consumer confidence index (cci) and seasonally adjusted civilian unemployment (unemp) in the US, covering the period June 1997 -- September 2005. The third column is an "terrorism" indicator variable taking value 1 from September 2001.

Usage

unemp.cci

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(unemp.cci[,1:2],main="Unemployment and the CCI",xlab="Year")