/*U.S. time series for - growth rate of output (DQ) - civilian unemployment rate (U) Original time series are from the Journal of Applied Econometrics (JAE) data archive (see data from Weber, C.E. (1995). Cyclical Output, cyclical unemployment, and Okun's coefficient: A new approach, Journal of Applied Econometrics, Vol. 10, pp. 433-335.). The data included in this file are obtained by the following transformations: DQ: 1.) 1st differences of 100*log(real GNP) is taken, where "real GNP" is from the Weber data. 2.) The 1st differences are regressed on a constant and step dummy (1 after 1973Q4, 0 = else) in order to demean and adjust for the change in the output growth rate. 3.) DQ is given by residuals from the regression in 2.). U: 1.) The monthly unemployment rate series from the Weber data is converted to quarterly frequency by averaging the monthly values. 2.) To account for a linear trend, the quarterly data are regressed on a constant and a deterministic trend (using observations for 1948Q2-1987Q4). 3.) U is given by residuals from the regression in 2.). */ <1948 Q2> DQ U 0.85443952 -0.14374997 0.012100904 -0.067461753 -0.085058470 -0.024506939 -2.0765859 0.78511467 -1.4918681 1.9614029 -0.14913989 2.7710244 -1.8979037 3.0139793 3.0831490 2.4236008 1.9107717 1.5665557 2.7765855 0.60951056 1.9026406 0.18579877 1.1674320 -0.57124632 1.6873319 -0.99495810 1.2963391 -0.95200319 -0.44755648 -0.77571498 0.062911730 -1.0994268 -1.1471396 -1.2231386 -0.0093572960 -0.98018374 1.1481001 -1.4038955 0.82770438 -1.5609406 0.032880780 -1.7179857 -1.3706104 -1.5750309 -1.7156662 -0.63207597 -2.3034690 0.91087894 -1.3046930 1.4205005 0.28600948 1.5634554 0.55036838 0.90641018 1.2122501 0.28269840 0.18374658 -0.074346688 0.41807062 -0.39805847 -0.032868420 -0.28843696 -1.1035648 -0.51214875 -0.45162995 -0.36919383 -0.83361332 -0.45957232 0.19720425 -0.48328411 -0.084857195 -0.70699589 -0.96379005 -0.56404098 -0.32135438 -0.45441947 -2.4677588 0.22186875 -2.9562422 1.5648237 -0.36946025 2.6077786 1.4309363 2.5507334 1.4343136 1.5603550 0.32809417 1.0033098 0.98113268 0.24626473 -1.3650400 0.38921964 -0.056427370 0.69884115 0.79556640 0.20846267 -1.1933952 0.28475088 -0.80988582 0.56103910 -1.7666350 1.2706607 0.12863916 1.7802822 0.33102735 1.9565704 0.51421288 1.6995253 1.3182743 1.1091469 0.39626963 0.51876838 0.12934488 0.39505659 0.019510429 0.40467820 -1.0714316 0.34763302 0.43860607 0.55725463 0.46916927 0.50020944 0.82638975 0.24316436 -0.18977574 0.28611927 1.3044893 0.16240748 -0.052501770 -0.12797100 0.096555680 -0.35168279 -0.47857767 -0.40872788 1.2378514 -0.49910636 0.53205975 -0.75615145 0.67376720 -1.0798632 1.3688663 -1.3702417 1.0537944 -1.6272868 -0.64590810 -1.6843320 0.11363711 -1.7747104 -0.41566810 -1.8650889 -0.34219830 -1.7554674 -0.30987748 -1.7791791 0.52499642 -1.8362242 -0.34353085 -1.7599360 0.24805180 -1.9503145 0.78139638 -2.1406929 -0.13145004 -2.1977381 -1.0023026 -2.3547832 0.49016932 -2.3784949 -0.76936412 -2.3688734 -0.35359497 -2.2592518 -1.3052808 -2.2829636 -1.5225431 -1.7066754 -0.99305770 -1.1303872 0.30435140 -0.75409897 -1.8131297 -0.11114415 1.7433294 -0.034855938 -0.91390150 -0.091901025 -0.39471318 0.017720489 -0.90984648 -0.10599130 1.2623821 -0.29636968 1.0200352 -0.38674817 0.12921510 -0.54379326 0.95314007 -0.76750504 1.4142172 -1.2245502 -0.65012420 -1.2482620 -1.0043849 -1.4053071 -0.015095271 -1.4623522 -1.1840104 -1.1193974 -0.34154310 -1.0764425 -1.9365997 -0.66682095 -1.5078334 0.27613396 -2.5995950 1.9190889 0.38770705 2.4953771 1.0576016 2.0716653 0.75766718 1.8812868 1.2356908 1.2909083 -0.18030790 1.1005299 -0.21055563 1.2434848 0.36697715 1.2531064 0.73779010 0.96272789 0.97465965 0.57234940 1.3634125 0.31530431 -0.88188795 0.058259226 0.25282387 -0.29878596 2.4845199 -0.65583105 0.22819915 -0.64620953 0.60832760 -0.80325462 -0.62190260 -0.86029971 -0.71937933 -1.0506782 0.27378758 -0.90772328 -0.81541190 -0.83143507 0.37267818 -0.52181355 -3.0162463 0.48780796 -0.55854890 0.79742957 0.63631455 0.50705109 1.2913327 0.51667260 -0.95984850 0.45962752 -0.18297455 0.43591573 -2.0316948 1.2455372 -2.1463446 1.8218255 -0.32584695 2.3981137 -1.4270201 2.8410686 -0.47299770 3.5840238 0.23535772 3.2603120 1.6000613 3.0032662 0.84039410 2.2128881 1.1347240 1.3558430 1.9158726 0.66546456 0.70740570 0.20841938 0.018959673 0.18470759 -0.21120110 0.027662504 0.56439012 -0.062715982 -0.020309028 -0.019761069 0.38671145 -0.14347286 0.10390447 -0.33385134 0.96501970 -0.35756313 -1.0694489 -0.24794151 -0.41471792 -0.47165330 -0.055610828 -0.62869849 0.64180477 -0.88574357 0.40370777 -1.2427887 0.38027590 -1.5331671 0.96375842 -1.7235456