/usr/share/gretl/data/misc/ukppp.gdt is in gretl-data 2016d-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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<!DOCTYPE gretldata SYSTEM "gretldata.dtd">
<gretldata version="1.3" name="ukppp" frequency="4" startobs="1972:1" endobs="1987:2" type="time-series">
<description>This is the data set used by S. Johansen and K. Juselius,
"Testing structural hypotheses in a multivariate cointegration
analysis of the PPP and the UIP for UK", Journal of Econometrics
53 (1992) pp. 211-244.
The data are also analysed in H. Peter Boswijk and Jurgen A.
Doornik, "Distribution Approximations for Cointegration Tests
with Stationary Exogenous Regressors", Journal of Applied
Econometrics, Vol. 20, No. 6, 2005, pp. 797-810.</description>
<variables count="13">
<variable name="p1"
label="UK wholesale price index"
/>
<variable name="p2"
label="trade-weighted foreign wholesale price index"
/>
<variable name="e12"
label="UK effective exchange rate"
/>
<variable name="i1"
label="UK three-month treasury bill rate"
/>
<variable name="i2"
label="three-month Eurodollar interest rate in the UK"
/>
<variable name="doilp0"
label="change in oil price"
/>
<variable name="doilp1"
label="first lag of doilp0"
/>
<variable name="p1_p2"
label="p1 minus p2"
/>
<variable name="Dp1"
label="first difference of p1"
/>
<variable name="Cumdoilp0"
label="cumulative sum of doilp0"
/>
<variable name="Dp2"
label="first difference of p2"
/>
<variable name="D1980_2"
label="dummy for second quarter of 1980"
discrete="true"
/>
<variable name="Di2"
label="first difference of i2"
/>
</variables>
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