- partsm::canunUnemployment in Canada (1960.1-1987.4)
- partsm::canunsaUnemployment in Canada. (1960.1-1987.4). Seasonally Adjusted
- partsm::gergnpReal GNP in Germany (1960.1-1990.4)
- partsm::gergnpsaReal GNP in Germany (1960.1-1990.4). Seasonally Adjusted
- partsm::swdipcReal per Capita Disposable Income in Sweden (1963.1-1988.1)
- partsm::swndcpcReal per Capita non-durables Consumption in Sweden (1963.1 - 1988.1)
- partsm::ukconsUnited Kingdom Total Consumption (1955.1-1988.4)
- partsm::ukexpUnited Kindom Exports of Goods and Services (1955.1-1988.4)
- partsm::ukgdpUnited Kingdom Gross Domestic Product (1955.1-1988.4)
- partsm::ukimpUnited Kindom Imports of Goods and Services (1955.1-1988.4)
- partsm::ukinvestReal Total Investment in the United Kindom (1955.1-1988.4)
- partsm::ukndconsUnited Kindom non-durables Consumption (1955.1-1988.4)
- partsm::ukpinvestUnited Kindom Public Investment (1962.1-1988.4)
- partsm::ukwfUnited Kindom Workforce (1955.1-1988.4)
- partsm::usaipiTotal Industrial Production Index for the United States (1960.1-1991.4)
- partsm::usaipisaTotal Industrial Production Index for the United States (1960.1-1991.4). Seasonally Adjusted
- tsDyn::IIPUsUS monthly industrial production from Hansen (1999)
- tsDyn::UsUnempUS unemployment series used in Caner and Hansen (2001)
- tsDyn::barryTime series of PPI used as example in Bierens and Martins (2010)
- tsDyn::m.unrateMonthly US unemployment
- tsDyn::setarTest_IIPUs_resultsResults from the setarTest, applied on Hansen (1999) data
- tsDyn::zeroyldzeroyld time series
- tsDyn::zeroyldMetazeroyld time series