YN {Rwave}

Logarithms of the Prices of Japanese Yen

Description

Logarithms of the prices of a contract of Japanese yen.

Usage

data(YN)

Format

A vector containing 500 observations.

Source

See discussions in the text of “Practical Time-Frequency Analysis”.

References

Carmona, R. A., W. L. Hwang and B Torresani (1998, eBook ISBN:978008053942) Practical Time-Frequency Analysis: Gabor and Wavelet Transforms with an Implementation in S, Academic Press, San Diego.

Examples

data(YN)
plot.ts(YN)