usagrain {VGAM}R Documentation

USA grain prices

Description

A 4-column matrix.

Usage

data(usagrain)

Format

The columns are:

wheat.flour
numeric
corn
numeric
wheat
numeric
rye
numeric

Details

Monthly averages of grain prices in the United States for wheat flour, corn, wheat, and rye for the period January 1961 through October 1972. The units are US dollars per 100 pound sack for wheat flour, and per bushel for corn, wheat and rye.

Source

Ahn and Reinsel (1988)

References

Ahn, S. K and Reinsel, G. C. (1988) Nested reduced-rank autoregressive models for multiple time series. Journal of the American Statistical Association, 83, 849–856.

Examples

data(usagrain)
cgrain = scale(usagrain, scale=FALSE)   # Center the time series only
fit = vglm(cgrain ~ 1, rrar(Rank=c(4,1)),
           eps=1e-3, step=0.5, trace=TRUE, maxit=40)
summary(fit)

[Package VGAM version 0.7-7 Index]