The series in Rosen's datasets are as follows: cows4.dat data from Historical Statistics of the US and Agricultural Statistics; the series are 1. year 2. U.S. population 3. wholesale price index 4. corn price per bushel 5. hay price per ton 6. value of land pe acre 7. real gnp per capita 8. consumption of beef and veal 9. all cattle (including milk cows) 10. value of cattle per head 11. price of beef cattle 12. price of steers,per cwt 13. beef production, in million pounds 14. number of cattle slaughtered 15. number of milk cows 16. cattle - milkcows 17. cornprice/wpi 18. hayprice/wpi 19. landprice/wpi 20. value of land /wpi 21. beefprice /wpi 22. steerprice / wpi cxyser.dat transformations of the data in cows4.dat (the symbols match those in Rosen, Murphy, Scheinkman): 1. y (total stock, excluding milk cows) 2. yrt (deviation of y from trend) 3. ydif (first diff of y) 4. x (breeding stock) 5. xrt (deviation of x from trend) 6. xdif (first diff of x) 7. year 8. c (slaughter rate) 9. crt (deviation of c from trend) 10. dc (first diff of c)