A pre-loaded example dataset in R

Main page: https://www.rdocumentation.org/packages/datasets/versions/3.6.2/topics/freeny

head(freeny)
##               y lag.quarterly.revenue price.index income.level market.potential
## 1962.25 8.79236               8.79636     4.70997      5.82110          12.9699
## 1962.5  8.79137               8.79236     4.70217      5.82558          12.9733
## 1962.75 8.81486               8.79137     4.68944      5.83112          12.9774
## 1963    8.81301               8.81486     4.68558      5.84046          12.9806
## 1963.25 8.90751               8.81301     4.64019      5.85036          12.9831
## 1963.5  8.93673               8.90751     4.62553      5.86464          12.9854
head(freeny.x)
##      lag quarterly revenue price index income level market potential
## [1,]               8.79636     4.70997      5.82110          12.9699
## [2,]               8.79236     4.70217      5.82558          12.9733
## [3,]               8.79137     4.68944      5.83112          12.9774
## [4,]               8.81486     4.68558      5.84046          12.9806
## [5,]               8.81301     4.64019      5.85036          12.9831
## [6,]               8.90751     4.62553      5.86464          12.9854
head(freeny.y)
## [1] 8.79236 8.79137 8.81486 8.81301 8.90751 8.93673
require(stats); require(graphics)
summary(freeny)
##        y         lag.quarterly.revenue  price.index     income.level  
##  Min.   :8.791   Min.   :8.791         Min.   :4.278   Min.   :5.821  
##  1st Qu.:9.045   1st Qu.:9.020         1st Qu.:4.392   1st Qu.:5.948  
##  Median :9.314   Median :9.284         Median :4.510   Median :6.061  
##  Mean   :9.306   Mean   :9.281         Mean   :4.496   Mean   :6.039  
##  3rd Qu.:9.591   3rd Qu.:9.561         3rd Qu.:4.605   3rd Qu.:6.139  
##  Max.   :9.794   Max.   :9.775         Max.   :4.710   Max.   :6.200  
##  market.potential
##  Min.   :12.97   
##  1st Qu.:13.01   
##  Median :13.07   
##  Mean   :13.07   
##  3rd Qu.:13.12   
##  Max.   :13.17
pairs(freeny, main = "freeny data")

# gives warning: freeny$y has class "ts"

summary(fm1 <- lm(y ~ ., data = freeny))
## 
## Call:
## lm(formula = y ~ ., data = freeny)
## 
## Residuals:
##        Min         1Q     Median         3Q        Max 
## -0.0259426 -0.0101033  0.0003824  0.0103236  0.0267124 
## 
## Coefficients:
##                       Estimate Std. Error t value Pr(>|t|)    
## (Intercept)           -10.4726     6.0217  -1.739   0.0911 .  
## lag.quarterly.revenue   0.1239     0.1424   0.870   0.3904    
## price.index            -0.7542     0.1607  -4.693 4.28e-05 ***
## income.level            0.7675     0.1339   5.730 1.93e-06 ***
## market.potential        1.3306     0.5093   2.613   0.0133 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.01473 on 34 degrees of freedom
## Multiple R-squared:  0.9981, Adjusted R-squared:  0.9978 
## F-statistic:  4354 on 4 and 34 DF,  p-value: < 2.2e-16
opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
            mar = c(4.1, 4.1, 2.1, 1.1))
plot(fm1)

par(opar)