1964-1989
1-12
BLS ppi for cement
industrial prod. index, cement
ppi for crude petroleum
real residential construction
real nonres. construction
aggregate index of indus. prod.
real defense spending
military employment
log(prccem) - log(prccem[_n-1])
log(ipcem) - log(ipcem[_n-1])
log(prcpet) - log(prcpet[_n-1])
log(rresc) - log(rresc[_n-1])
log(rnonc) - log(rnonc[_n-1])
log(ip) - log(ip[_n-1])
log(rdefs) - log(rdefs[_n-1])
log(milemp) - log(milemp[_n-1])
=1 if month == 1
=1 if month == 2
=1 if month == 3
=1 if month == 4
=1 if month == 5
=1 if month == 6
=1 if month == 7
=1 if month == 8
=1 if month == 9
=1 if month == 10
=1 if month == 11
=1 if month == 12