Estimating the rental rate of capital from data
Time series on rental price of capital can be estimated using $$r=\frac{P_k}{P}(i-inf+\delta)$$
here, $P_k$ is the price of capital goods (price index for capital goods), $P$ is a deflator, $i$ is nominal interest rate, $inf$ is an inflation rate and $\delta$ is depreciation rate of physical capital stock.