1 1950 1 0.510 11.538320 0.50 2 1950 2 0.510 11.538320 4.06 3 1950 3 0.550 11.561030 5.50 4 1950 4 0.623 11.601046 9.85 5 1951 1 0.693 11.619265 14.00 6 1951 2 0.750 11.601156 11.67 7 1951 3 0.803 11.596200 8.00 8 1951 4 0.913 11.597634 3.26 9 1952 1 0.907 11.648575 3.39 10 1952 2 1.013 11.675044 -2.93 11 1952 3 1.110 11.688122 -2.58 12 1952 4 1.233 11.721824 -1.07 13 1953 1 1.440 11.719907 0.08 14 1953 2 1.597 11.733474 0.71 15 1953 3 1.823 11.728875 2.01 16 1953 4 1.903 11.746637 1.26 17 1954 1 1.740 11.703083 0.98 18 1954 2 1.583 11.711186 1.65 19 1954 3 1.303 11.725615 0.81 20 1954 4 1.237 11.744672 -0.65 21 1955 1 1.007 11.773596 0.99 22 1955 2 1.277 11.800627 -0.62 23 1955 3 1.600 11.825076 -0.80 24 1955 4 2.330 11.847997 -0.38 25 1956 1 2.563 11.875177 1.46 26 1956 2 2.767 11.886033 2.53 27 1956 3 2.847 11.893442 5.30 28 1956 4 3.433 11.924426 3.79 29 1957 1 3.723 11.919883 3.18 30 1957 2 3.763 11.918177 3.76 31 1957 3 3.907 11.925247 1.58 32 1957 4 3.717 11.914998 0.46 33 1958 1 2.990 11.914891 5.29 34 1958 2 1.660 11.936466 4.15 35 1958 3 1.540 11.949631 -1.18 36 1958 4 2.980 11.962624 1.17 37 1959 1 3.733 11.963848 1.80 38 1959 2 4.883 11.974544 1.22 39 1959 3 5.593 11.985376 0.40 40 1959 4 5.010 11.994759 2.35 41 1960 1 4.457 12.014525 -0.44 42 1960 2 3.047 11.995105 1.87 43 1960 3 2.567 12.010252 0.86 44 1960 4 3.227 12.013555 1.17 45 1961 1 3.153 12.005595 -0.04 46 1961 2 3.090 12.033123 0.09 47 1961 3 2.503 12.050518 0.27 48 1961 4 2.590 12.066765 1.57 49 1962 1 3.093 12.094784 1.30 50 1962 2 3.640 12.095901 2.17 51 1962 3 5.217 12.111014 1.64 52 1962 4 4.100 12.128759 1.49 53 1963 1 3.710 12.135221 2.27 54 1963 2 3.380 12.147511 2.36 55 1963 3 3.560 12.157450 2.66 56 1963 4 3.640 12.192156 2.01 57 1964 1 3.817 12.210881 0.61 58 1964 2 3.657 12.214973 1.17 59 1964 3 3.737 12.229945 1.52 60 1964 4 3.760 12.235360 2.64 61 1965 1 3.737 12.265605 1.04 62 1965 2 3.817 12.275319 3.41 63 1965 3 4.063 12.289917 2.05 64 1965 4 4.253 12.315411 3.24 65 1966 1 4.720 12.338048 4.92 66 1966 2 5.083 12.351557 5.35 67 1966 3 5.060 12.354337 1.60 68 1966 4 5.130 12.365535 4.40 69 1967 1 4.570 12.363401 3.57 70 1967 2 4.147 12.383281 4.60 71 1967 3 4.367 12.387627 4.76 72 1967 4 5.263 12.390708 3.92 73 1968 1 6.470 12.400850 5.43 74 1968 2 6.873 12.426027 4.51 75 1968 3 5.897 12.443340 2.83 76 1968 4 5.740 12.462605 3.64 77 1969 1 6.430 12.469882 3.40 78 1969 2 6.813 12.475306 6.54 79 1969 3 7.620 12.488601 3.06 80 1969 4 7.723 12.508279 4.33 81 1970 1 7.607 12.506710 5.22 82 1970 2 6.407 12.501634 2.40 83 1970 3 5.630 12.518867 0.37 84 1970 4 4.827 12.517667 1.53 85 1971 1 4.133 12.526546 1.51 86 1971 2 3.087 12.557096 4.43 87 1971 3 3.797 12.586630 3.48 88 1971 4 3.450 12.597141 4.03 89 1972 1 3.427 12.593944 3.70 90 1972 2 3.637 12.620867 3.99 91 1972 3 3.507 12.624678 5.60 92 1972 4 3.613 12.651527 3.92 93 1973 1 4.000 12.681971 5.37 94 1973 2 5.070 12.690977 7.98 95 1973 3 6.030 12.694358 9.48 96 1973 4 6.450 12.721265 7.41 97 1974 1 6.223 12.731168 9.53 98 1974 2 8.017 12.736936 12.10 99 1974 3 9.013 12.742964 11.03 100 1974 4 7.883 12.750140 13.76 101 1975 1 6.427 12.749083 8.86 102 1975 2 6.800 12.758428 7.75 103 1975 3 7.793 12.773192 9.88 104 1975 4 8.443 12.783001 7.14 105 1976 1 8.777 12.805601 7.64 106 1976 2 8.967 12.828153 5.57 107 1976 3 9.037 12.835012 5.60 108 1976 4 8.787 12.834191 5.54 109 1977 1 7.787 12.850660 8.13 110 1977 2 7.293 12.854411 8.63 111 1977 3 7.123 12.860801 7.87 112 1977 4 7.207 12.879150 7.01 113 1978 1 7.333 12.888765 7.17 114 1978 2 8.183 12.903222 5.58 115 1978 3 8.740 12.909992 8.33 116 1978 4 10.080 12.921891 9.15 117 1979 1 10.830 12.933438 7.48 118 1979 2 10.833 12.939123 8.65 119 1979 3 11.267 12.949133 8.03 120 1979 4 13.367 12.954257 8.80 121 1980 1 13.817 12.956979 9.58 122 1980 2 13.010 12.955487 10.12 123 1980 3 10.313 12.950958 10.35 124 1980 4 13.583 12.971475 11.32 125 1981 1 16.760 12.991562 11.95 126 1981 2 18.120 13.004210 8.74 127 1981 3 19.940 12.995257 11.45 128 1981 4 16.290 12.988174 9.24 129 1982 1 14.633 12.976607 9.72 130 1982 2 15.420 12.964268 10.28 131 1982 3 14.420 12.957715 9.29 132 1982 4 10.837 12.949713 8.11 133 1983 1 9.380 12.966551 3.27 134 1983 2 9.193 12.988805 5.23 135 1983 3 9.283 13.004741 5.26 136 1983 4 9.437 13.012388 5.22 137 1984 1 9.943 13.028747 3.70 138 1984 2 11.190 13.051537 2.12 139 1984 3 12.367 13.062749 2.70 140 1984 4 10.890 13.074173 4.00 141 1985 1 10.390 13.086662 4.68 142 1985 2 9.610 13.090096 3.30 143 1985 3 9.033 13.102291 3.19 144 1985 4 8.797 13.124553 3.47 145 1986 1 10.690 13.130252 5.25 146 1986 2 8.690 13.132456 2.38 147 1986 3 8.313 13.137654 3.24 148 1986 4 8.270 13.134150 4.97 149 1987 1 7.343 13.154164 4.36 150 1987 2 7.960 13.163267 3.71 151 1987 3 8.900 13.183285 2.80 152 1987 4 8.473 13.196506 4.25 153 1988 1 8.390 13.209201 2.68 154 1988 2 8.947 13.223070 4.45 155 1988 3 9.717 13.226298 4.16 156 1988 4 10.610 13.233425 4.97 157 1989 1 11.523 13.243986 3.04 158 1989 2 12.187 13.245388 7.06 159 1989 3 12.140 13.248968 5.28 160 1989 4 12.213 13.250475 2.57 161 1990 1 12.730 13.253932 4.13 162 1990 2 13.540 13.249588 3.69 163 1990 3 12.907 13.244546 4.77 164 1990 4 12.043 13.231211 5.35 165 1991 1 10.157 13.218808 9.54 166 1991 2 9.001 13.226990 1.65 167 1991 3 8.562 13.229890 2.41 168 1991 4 7.601 13.231533 -2.00 169 1992 1 7.218 13.231957 1.78 170 1992 2 6.304 13.234377 1.95 171 1992 3 5.251 13.235035 2.29 172 1992 4 7.262 13.236427 2.34 173 1993 1 6.051 13.246116 0.83 174 1993 2 4.980 13.254016 1.98 175 1993 3 4.468 13.258019 1.46 176 1993 4 4.208 13.267364 1.90 177 1994 1 3.946 13.277958 -1.45 178 1994 2 6.154 13.288935 0.52 179 1994 3 5.666 13.302823 1.48 180 1994 4 5.901 13.315091 1.69 181 1995 1 7.884 13.319127 1.37 182 1995 2 7.454 13.316620 2.51 183 1995 3 6.540 13.319567 1.69 184 1995 4 6.049 13.321889 0.05 185 1996 1 5.215 13.325324 0.46 186 1996 2 4.777 13.328877 2.22 187 1996 3 4.216 13.337101 1.40 188 1996 4 3.028 13.344239 1.81 Column 1 is the observation number. Column 2 is the year. Column 3 is the quarter. "Column 4 is r, the 91-day Treasury Bill rate for Canada." "Column 5 is y, the log of real GDP for Canada." "Column 6 is pi, the inflation rate for Canada." NOTE: All data are taken from the CANSIM database of Statistics Canada. r is a quarterly average of series B14001. y is the log of series D20463. pi is 400*(log(D20012/D20464)). 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."