euribor {rvif} | R Documentation |
Euribor data
Description
Data used in example 1 of Salmerón, García and García (2024) (subsection 4.1) on euribor data.
Usage
data("euribor")
Format
A data frame with 47 observations on the following 5 variables:
E
Euribor (dependent variable, in percentage).
cte
Intercept.
HIPC
Harmonized index of consumer prices (in percentage).
BC
Balance of payments to net current account (millions of euros).
GD
Goverment deficit to net nonfinancial accounts (millions of euros).
Details
This dataset is originally used by Salmerón, Rodríguez and García (2020).
References
Salmerón, R., Rodríguez, A. and García, C.B. Diagnosis and quantification of the non-essential collinearity. Computational Statistics, 35(2), 647-666, 2020.
Salmerón, R., García, C.B. and García, J. A redefined Variance Inflation Factor: overcoming the limitations of the Variance Inflation Factor. Computational Economics (2024, online), doi: https://doi.org/10.1007/s10614-024-10575-8.
Examples
data(euribor)
head(euribor, n=5)
y = euribor[,1]
X = as.matrix(euribor[,2:5])
Theorem(y, X)