svpdx {fanplot}

Pound-Dollar Exchange Rate Data

Description

Pound-Dollar exchange rate data from 2nd October 1981 to 28th June 1985.

Usage

data(svpdx)

Format

A data frame with 945 observations on the following 2 variables.

date

Date of observation.

pdx

Logarithm of returns for Pound-Dollar exchange.

Details

Raw data on log returns.

Source

http://www.econ.vu.nl/koopman/sv/svpdx.dat

References

Meyer, R. and J. Yu (2002). BUGS for a Bayesian analysis of stochastic volatility models. Econometrics Journal 3 (2), 198–215.

Examples

data(svpdx)

# plot
plot(svpdx$pdx, type = "l", xaxt = "n", xlab = "Time", ylab = "Return")

# add x-axis
svpdx$rdate<-format(svpdx$date, format = "%b %Y")
mth <- unique(svpdx$rdate)
qtr <- mth[seq(1,length(mth),3)]
axis(1, at = match(qtr, svpdx$rdate), labels = qtr, cex.axis = 0.75)
axis(1, at = match(mth, svpdx$rdate), labels = FALSE, tcl = -0.2)