Garch {Ecdat}R Documentation

Daily Observations on Exchange Rates of the US Dollar Against Other Currencies

Description

daily observations from 1980–01 to 1987–05–21

number of observations : 1867

observation : country

country : World

Usage

data(Garch)

Format

A dataframe containing :

date

date of observation (yymmdd)

day

day of the week (a factor)

dm

exchange rate Dollar/Deutsch Mark

ddm

dm-dm(-1)

bp

exchange rate of Dollar/British Pound

cd

exchange rate of Dollar/Canadian Dollar

dy

exchange rate of Dollar/Yen

sf

exchange rate of Dollar/Swiss Franc

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series


[Package Ecdat version 0.3-9 Index]