usagrain                package:VGAM                R Documentation

_U_S_A _g_r_a_i_n _p_r_i_c_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     A 4-column matrix.

_U_s_a_g_e:

     data(usagrain)

_F_o_r_m_a_t:

     The columns are:

     _w_h_e_a_t._f_l_o_u_r numeric

     _c_o_r_n numeric

     _w_h_e_a_t numeric

     _r_y_e numeric

_D_e_t_a_i_l_s:

     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.

_S_o_u_r_c_e:

     Ahn and Reinsel (1988)

_R_e_f_e_r_e_n_c_e_s:

     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.

_E_x_a_m_p_l_e_s:

     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)

