Garch: Daily Observations on Exchange Rates of the US Dollar Against...
In Ecdat: Data Sets for Econometrics
Garch R Documentation
Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
Description
daily observations from 1980–01 to 1987–05–21
number of observations : 1867
observation : country
country : World
Usage
data(Garch)
Format
A dataframe containing :
date-
date of observation (yymmdd)
dayday of the week (a factor)
dm-
exchange rate Dollar/Deutsch Mark
ddmdm-dm(-1)
bp-
exchange rate of Dollar/British Pound
cd-
exchange rate of Dollar/Canadian Dollar
dy-
exchange rate of Dollar/Yen
sf-
exchange rate of Dollar/Swiss Franc
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.
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| Garch | R Documentation |
Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
Description
daily observations from 1980–01 to 1987–05–21
number of observations : 1867
observation : country
country : World
Usage
data(Garch)
Format
A dataframe containing :
date-
date of observation (
yymmdd) dayday of the week (a factor)
dm-
exchange rate Dollar/Deutsch Mark
ddmdm-dm(-1)bp-
exchange rate of Dollar/British Pound
cd-
exchange rate of Dollar/Canadian Dollar
dy-
exchange rate of Dollar/Yen
sf-
exchange rate of Dollar/Swiss Franc
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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