usd.hkd | R Documentation |
Daily USD/HKD (US dollar to Hong Kong dollar) exchange rate from January 1, 2005 to March 7, 2006
data(usd.hkd)
A data frame with 431 observations on the following 6 variables.
r
daily returns of USD/HKD exchange rates
v
estimated conditional variances based on an AR(1)+GARCH(3,1) model
hkrate
daily USD/HKD exchange rates
outlier1
dummy variable of day 203, corresponding to July 22, 2005
outlier2
dummy variable of day 290, another possible outlier
day
calendar day
http://www.oanda.com/convert/fxhistory
"Time Series Analysis, with Applications in R" by J.D. Cryer and K.S. Chan
data(usd.hkd) ## maybe str(usd.hkd) ; plot(usd.hkd) ...
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