1  0.719320  0.599247
 2  0.953181  0.639063
 3  1.307914  0.646186
 4  1.864976  0.635775
 5  0.815886  0.639976
 6  0.761362  0.673034
 7  0.652972  0.712302
 8  0.876979  0.708466
 9  1.741477  0.704996
10  1.190327  0.759606
11  0.517648  0.845813
12  0.235832  0.839603
13  0.767275  0.921974
14  0.637206  0.958137
15  0.911138  0.828097
16  0.602389  0.667920
17  0.499254  0.793577
18  0.524874  0.874305
19  0.857929  0.925079
20  1.112811  1.006355
21  0.158973  0.954485
22  0.429621  1.019322
23  0.185249  1.121054
24  0.569544  1.139683
25  1.191640  1.287075
26  0.269991  1.336571
27  0.412541  1.326525
28  1.345358  1.233196
29  0.663482  1.164340
30 -0.336996  0.978593
31  1.294119  0.705544
32  0.749538  0.768190
33  0.067662  0.922340
34  0.378382  0.773304
35  0.568887  0.627374
36  0.555748  0.684540
37  1.126606  0.774583
38  2.077816  0.885994
39  1.371635  1.030098
40  0.560347  1.206895
41  0.449329  1.531997
42  0.400717  1.362871
43 -0.969604  1.388076
44 -0.045984  1.510080
45 -0.038101  1.513368
46 -0.633921  1.339858
47 -0.462467  1.072654
48  3.603825  0.986447
49 -0.956465  1.157399
50  0.515677  1.038134

Column 1 contains the observation number.
Column 2 contains x_2, the rate of growth of real U.S. disposable income,
         seasonally adjusted, for 1963-3 to 1975-4.
Column 3 contains x_3, the U.S. treasury bill rate for 1963-3 to 1975-4.

These data were originally used in

  James G. MacKinnon and Halbert White, "Some heteroskedasticity consistent
  covariance matrix estimators with improved finite sample properties,"
  Journal of Econometrics, 29, 1985, 305-325.

Both series have been normalized, as described in the paper.

These data are for use with the exercises in the book

  Russell Davidson and James G. MacKinnon, Econometric Theory and Methods,
  New York, Oxford University Press, 2004.