Nelson and Plosser Dataset

The data set was used in 'Trends and Random Walks in Macroeconomic Time Series; Some Evidence and Implications' by Charles R. Nelson and Charles I. Plosser published in the Journal of Monetary Economics 10 (1982) p 139-162. North Holland Publishing company

The series are for the United States.
THE VARIABLE NAMES ARE: IN FORMAT:
ID - YEAR I5
RGNP - REAL GNP F8.1
GNP - NOMINAL GNP F10.1
PCRGNP- REAL PER CAPITA GNP F8.0
IP - INDUSTRIAL PRODUCTION F7.1
EMP - EMPLOYMENT F9.1
UN - UNEMPLOYMENT RATE F6.1
PRGNP - GNP DEFLATOR F7.1
CPI - CONSUMER PRICES F7.1
WG - WAGES F8.1
RWG - REAL WAGES F8.2
M - MONEY STOCK F8.2
VEL - VELOCITY F6.2
BND - BOND YIELD F7.2
SP500 - COMMON STOCK PRICES F7.2

THE COMPLETE FORMAT OF THE DATA LISTING IS
(1X, I4, F8.1, F10.1, F8.0, F7.1, F9.1, F6.1,
2F7.1, F8.1, 2F8.2, F6.2, 2F7.2 )

1860 = #1
1909 = #50
1933 = #74
1947 = #88
1970 = #111