fGarchData {fGarch} | R Documentation |
Time series datasets
Description
Datasets used in the examples, including DEM/GBP foreign exchange rates and data on SP500 index.
Format
dem2gbp
is a data frame with one column "DEM2GBP"
and
1974 rows (observations).
sp500dge
is a data frame with one column "SP500DGE"
and
17055 rows (observations).
Details
The data represent retuns. No further details have been recorded.
Further datasets are available in the packages that fGarch
imports, see fBasicsData
and
TimeSeriesData
.
See Also
data(package = "fBasics")
and
data(package = "timeSeries")
for related datasets
Examples
data(dem2gbp)
head(dem2gbp)
tail(dem2gbp)
str(dem2gbp)
plot(dem2gbp[[1]])
data(sp500dge)
head(sp500dge)
tail(sp500dge)
str(sp500dge)
plot(sp500dge[[1]])
[Package fGarch version 4033.92 Index]