| exrates {vrtest} | R Documentation |
wright's Exchange Rates Data
Description
The data set used in Wright (2001) as an application, weekly from August, 7, 1974 to May 29 1996
Usage
data(exrates)Format
A data frame with 1139 observations on the following 5 variables.
caa numeric vector, Canadian Dollar
dma numeric vector, Deutch Mark
ffa numeric vector, French Franc
uka numeric vector, UK Pound
jpa numeric vector, Japanese Yen
References
WRIGHT,J.H.,2000,Alternative Variance-Ratio Tests Using Ranks and Signs, Journal of Business & Economic Statistics, 18, 1-9.
Examples
data(exrates)
[Package vrtest version 1.2 Index]