A 148 by 19 matrix containing at most 148 quarters of data. Some columns have less and are converted to NaN by matlab when read. Data is from Homepage of Philip Hans Franses.
The MATLAB script reads and plots the data.


Frances Periodic Data in Xcel format. FrancesPer1a.xls

MATLAB script to load FrancesPer1a.xls dofrancesper1a.m

Frances Periodic Data in ascii format. FrancesPer1.txt

Description of the columns of Frances Periodic Data:

The datafile that can be downloaded from this web-site or from Frances' site contains the following tables from the data appendix of Frances' book "Periodicity and Stochastic Trends in Economic Time Series", Oxford, 1996. All data are not seasonally adjusted, except where indicated. For a complete description of the references, please refer to Frances' book.

Table DA.3.1: Total Industrial Production Index for the United States
Sample: 1960.1 - 1991.4
Source: OECD Main Economic Indicators
Remark: (1985=100)
Table DA.3.2: Unemployment in Canada
Sample: 1960.1 - 1987.4
Source: OECD Main Economic Indicators
Remark: measured in 1000 persons.
Table DA.3.3: Real GNP in Germany
Sample: 1960.1 - 1990.4
Source: Wolters (1992, p.424, note 4)
Table DA.3.4: Real Total Investment in the United Kindom
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Table DA.4.1: Total Industrial Production Index for the United States
Sample: 1960.1 - 1991.4
Source: OECD Main Economic Indicators
Remark: (1985=100), Seasonally Adjusted
Table DA.4.2: Unemployment in Canada
Sample: 1960.1 - 1987.4
Source: OECD Main Economic Indicators
Remark: Seasonally Adjusted
Table DA.3.3: Real GNP in Germany
Sample: 1960.1 - 1990.4
Source: Wolters (1992, p.424, note 4)
Remark: Seasonally Adjusted
Table DA.5.1: United Kingdom gross domestic product
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.2: United Kingdom total consumption
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.3: United Kindom nondurables consumption
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.4: United Kindom exports of goods and services
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.5: United Kindom imports of goods and services
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.6: United Kindom public investment
Sample: 1962.1 - 1988.4
Source: Osborn (1990)
Remark: at 1985 prices
Table DA.5.7: United Kindom workforce
Sample: 1955.1 - 1988.4
Source: Osborn (1990)
Remark: consisting of workforce in employment and unemployment
Table DA.9.1: Real per capita non-durables consumption in Sweden
Sample: 1963.1 - 1988.1
Source: Assarsson (1991)
Remark: measured in logs.
Table DA.9.2: Real per capita disposable income in Sweden
Sample: 1963.1 - 1988.1
Source: Assarsson (1991)
Remark: measured in logs.
Table DA.9.3: Real per capita non-durables consumption in Sweden
Sample: 1964.1 - 1988.1
Source: Table DA.9.1 and the linear Census X-11 filter given in table 4.1 in the book. The forecasts and backcasts are generated as described in Ooms (1994).
Remark: measured in logs. Seasonally adjusted using linear Census X-11 method
Table DA.9.4: Real per capita disposable income in Sweden
Sample: 1964.1 - 1988.1
Source: Table DA.9.2 and the linear Census X-11 filter given in table 4.1 in the book. The forecasts and backcasts are generated as described in Ooms (1994).
Remark: measured in logs. Seasonally adjusted using linear Census X-11 method

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