options crt; out taylor; doc POTGNP 'Potential GNP, as estimated and revised by the\ US Council of Economic Advisers, billions of 1972 dollars'; doc M1 'Money Supply, narrow definition (sum of currency,\ demand deposits, travelers checks, and other checkable deposits),\ billions of dollars'; doc GNPDEF 'GNP Deflator, index form (1972=100)'; doc GNP 'Real GNP in billions of 1972 dollars'; doc TIME 'a time counter equal to 1 in 1953:1, 92 in 1975:4'; ?Note: All data (except time and date) are seasonally adjusted. ?Source: Data kindly made available by John B. Taylor. Data used ?in John B. Taylor, "Estimation and Control of a Macroeconomic ?Model with Rational Expectations," Econometrica, 47:5, September ?1979, pp. 1267-1286. Taylor (p. 1274) notes that the M1, GNPDEF ?and GNP data series "are taken from the NBER data base." load; end; noprint; freq q; smpl 53:1 75:4; load @DATE POTGNP M1 GNPDEF GNP TIME; 531 599.184 127.567 58.73 622.2 1 532 605.034 128.433 58.88 626.2 2 533 610.886 128.633 59.08 622.4 3 534 616.284 128.733 58.81 616.4 4 541 621.683 129.100 59.54 608.1 5 542 627.082 129.400 59.74 605.6 6 543 632.481 130.633 59.61 614.4 7 544 637.930 131.967 59.90 626.1 8 551 643.378 133.500 60.44 641.1 9 552 648.828 134.300 60.76 650.8 10 553 654.276 134.867 61.18 660.3 11 554 659.927 135.100 61.50 667.0 12 561 665.575 135.567 62.03 664.1 13 562 671.226 135.933 62.54 667.5 14 563 676.875 135.967 63.25 667.9 15 564 682.727 136.600 63.77 676.7 16 571 688.577 136.687 64.51 680.4 17 572 694.428 136.933 64.77 680.9 18 573 700.279 136.967 65.37 685.6 19 574 706.331 136.233 65.44 676.7 20 581 712.382 136.067 65.69 663.4 21 582 718.434 137.633 65.88 668.2 22 583 724.485 139.000 66.21 684.4 23 584 730.738 140.700 66.41 702.1 24 591 736.990 142.699 66.98 710.7 25 592 743.242 143.800 67.45 726.3 26 593 749.495 144.533 67.70 718.6 27 594 755.948 143.633 67.95 726.2 28 601 762.402 143.000 68.42 740.7 29 602 768.854 142.767 68.55 738.9 30 603 775.309 143.933 68.81 735.7 31 604 782.013 144.233 68.94 731.9 32 611 788.718 144.833 68.85 736.6 33 612 795.422 146.033 69.18 749.0 34 613 802.127 146.867 69.48 758.7 35 614 809.108 148.300 69.59 776.9 36 621 816.088 149.167 70.17 788.1 37 622 823.069 149.833 70.41 798.3 38 623 830.050 149.533 70.60 804.3 39 624 837.758 150.433 71.03 805.8 40 631 845.467 151.833 71.32 813.5 41 632 853.176 153.333 71.37 823.7 42 633 860.885 154.800 71.58 838.8 43 634 869.222 156.400 72.07 846.9 44 641 877.558 157.333 72.28 861.1 45 642 885.894 158.833 72.53 872.0 46 643 894.232 161.433 72.93 880.5 47 644 902.945 163.400 73.08 883.9 48 651 911.658 164.500 73.68 903.0 49 652 920.372 165.800 74.06 916.4 50 653 929.085 167.700 74.56 932.3 51 654 938.074 170.500 74.92 952.0 52 661 947.064 173.333 75.68 969.6 53 662 956.054 175.467 76.57 976.3 54 663 965.043 175.267 77.02 985.4 55 664 973.957 175.467 77.73 992.8 56 671 982.872 177.167 78.19 994.4 57 672 991.786 179.733 78.48 1001.3 58 673 1000.700 183.867 79.24 1013.6 59 674 1009.590 186.600 80.15 1021.5 60 681 1018.480 189.100 81.18 1031.4 61 682 1027.370 192.767 82.12 1049.4 62 683 1036.260 196.667 82.88 1061.8 63 684 1045.450 200.667 84.04 1064.7 64 691 1054.640 204.067 84.95 1074.8 65 692 1063.830 206.167 86.05 1079.6 66 693 1073.020 207.333 87.40 1083.4 67 694 1082.530 208.533 88.48 1077.5 68 701 1092.050 210.367 89.81 1073.6 69 702 1101.570 213.133 90.91 1074.1 70 703 1111.090 215.833 91.74 1082.0 71 704 1120.950 218.667 92.99 1071.4 72 711 1130.820 222.400 94.40 1095.3 73 712 1140.690 227.967 95.73 1103.3 74 713 1150.560 231.767 96.53 1111.0 75 714 1160.750 233.267 97.38 1120.5 76 721 1170.950 237.600 98.76 1141.2 77 722 1181.140 242.300 99.45 1163.0 78 723 1191.340 247.300 100.29 1178.0 79 724 1201.910 252.933 101.44 1202.2 80 731 1212.480 257.700 102.89 1229.8 81 732 1223.050 261.633 104.65 1231.1 82 733 1233.620 265.200 106.57 1236.3 83 734 1244.550 268.667 109.05 1242.6 84 741 1255.470 272.833 111.28 1230.2 85 742 1266.390 276.400 114.34 1224.5 86 743 1277.320 279.333 117.52 1216.9 87 744 1288.670 282.267 121.06 1199.7 88 751 1300.020 282.766 124.21 1169.8 89 752 1311.370 287.733 125.96 1188.2 90 753 1322.720 292.800 128.28 1220.7 91 754 1334.440 294.600 130.17 1229.8 92