exrates {stochvol} | R Documentation |
Euro exchange rate data
Description
The data set contains the daily bilateral prices of one Euro in 23 currencies from January 3, 2000, until April 4, 2012. Conversions to New Turkish Lira and Fourth Romanian Leu have been incorporated.
Source
ECB Statistical Data Warehouse (https://sdw.ecb.europa.eu)
See Also
Examples
## Not run:
data(exrates)
dat <- logret(exrates$USD, demean = TRUE) ## de-meaned log-returns
res <- svsample(dat) ## run MCMC sampler
plot(res, forecast = 100) ## display results
## End(Not run)
[Package stochvol version 3.2.4 Index]