itagdp {FoReco}R Documentation

Italian Quarterly National Accounts

Description

A subset of the data used by Girolimetto et al. (2023) from the Italian Quarterly National Accounts (output, income and expenditure sides) spanning the period 2000:Q1-2019:Q4.

Usage

# 21 time series of the Italian Quarterly National Accounts
itagdp

# 'agg_mat' and 'cons_mat' for the output side
outside

# 'agg_mat' and 'cons_mat' for the expenditure side
expside

# 'agg_mat' and 'cons_mat' for the income side
incside

# zero constraints matrix encompassing output, expenditure and income sides
gdpconsmat

Format

itagdp is a (80 \times 21) ts object, corresponding to 21 time series of the Italian Quarterly National Accounts (2000:Q1-2019:Q4).

outside, income and expenditure are lists with two elements:

gdpconsmat is the complete (9 \times 21) zero constraints matrix encompassing output, expenditure and income sides.

Source

https://ec.europa.eu/eurostat/web/national-accounts/

References

Girolimetto, D. and Di Fonzo, T. (2023), Point and probabilistic forecast reconciliation for general linearly constrained multiple time series, Statistical Methods & Applications, 33, 581-607. doi:10.1007/s10260-023-00738-6.


[Package FoReco version 1.1.0 Index]