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Example Datasets

Source: R/data.R
ts-exemple.Rd

Example datasets used in Quartier-la-Tente (2025).

Usage

cars_registrations

french_ipi

fred

simulated_data

etip

Format

An object of class ts of length 177.

An object of class mts (inherits from ts, matrix, array) with 416 rows and 3 columns.

An object of class mts (inherits from ts, matrix, array) with 766 rows and 2 columns.

An object of class mts (inherits from ts, matrix, array) with 84 rows and 6 columns.

An object of class ts of length 590.

Details

  • cars_registrations: Monthly new passenger car registrations in France, published in October 2024.

  • french_ipi: Monthly Industrial Production Index (IPI) in France for crude petroleum, motor vehicles, and manufacturing, published in October 2024.

  • fred: The series CE16OV (Civilian Employment Level) and RETAILx (Retail and Food Services Sales) from the FRED-MD database, published in November 2022.

  • simulated_data: Simulated trends of degree 0, 1, and 2 with an Additive Outlier (AO) or Level Shift (LS) in January 2022.

  • etip: Expected trend in production (balance of opinion) in the French manufacturing industry, published in May 2024 in the monthly business survey in goods-producing industries by INSEE.

References

Quartier-la-Tente, A. (2025). Estimation de la tendance-cycle avec des méthodes robustes aux points atypiques. https://github.com/AQLT/robustMA. McCracken, Michael W., et Serena Ng. 2016. FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics 34 (4): 574‑89. doi:10.1080/07350015.2015.1086655 .