Readme file

SERIES A 
Statistics in Society

Modelling the data measurement process for the index of production by K. Patterson, Journal of the Royal Statistics Society, Series A, Statistics in Society, Volume 165 (2002), Part 2, pages 279 - 296.

Data set :
The data set comprises 13 vintages of data on the United Kingdom Index of Production - the IoP.

Data organisation: the data file is UKIOP.DAT.
The data is organised by row for observation period and column for vintage; thus the data is read as T x m, where m is the total number of vintages; the overall sample period was 1973m9 to 1999m12; the effective estimation period, after lagging and allowing for the most recently available final vintage (v = 13) is, therefore, 1974m1 to 1998m11. The data in UKIoP.DAT is for 1973m9 to 1998m11 to allow reproduction of the results in the paper.

The cycle dummy variable can be computed as follows
(in RATS format the ; can be omitted/in TSP format omit the set instruction):
smpl 1974:1 1976:4;
set cd1 = 1;
smpl 1976:5 1980:1;
set cd1 = 0;
smpl 1980:2 1981:12;
set cd1 = 1;
smpl 1982:1 1990:6;
set cd1 = 0;
smpl 1990:7 1992:8;
set cd1 = 1;
smpl 1992:9 1998:12;
set cd1 = 0;
smpl 1973:1 1998:12;

The exceptional event dummy variables are computed as:
smpl 1974:1 1998:12;
set dv79m1 = 0;
smpl 1979:1 1979:1;
set dv79m1 = 1;

smpl 1974:1 1998:12;
set dv79m2 = 0;
smpl 1979:2 1979:2;
set dv79m2 = 1;

Contact details:

Kerry Patterson
Department of Economics, University of Reading,
PO Box 279, Whiteknights, Reading,
RG6 6AA
UK

E-mail k.d.patterson@reading.ac.uk

tel: 01189 318159 (from outside the UK 0044 1865 318159)

Dataset (UKIOP.zip 8kb)

SERIES A
Statistics in Society

SERIES B
Statistical Methodology

SERIES C
Applied Statistics

SERIES D
The Statistician