exchange_rate_returns.hist: Exchange Rate Returns Histogram Time Series

exchange_rate_returns.histR Documentation

Exchange Rate Returns Histogram Time Series

Description

Histogram-valued time series of 108 monthly observations of daily exchange rate returns. Each observation is a histogram distribution of intra-month daily returns.

Usage

data(exchange_rate_returns.hist)

Format

A data frame with 108 observations and 1 histogram-valued variable:

  • returns: Histogram of daily exchange rate returns within each month.

Metadata

Sample size (n) 108
Variables (p) 1
Subject area Finance
Symbolic format Histogram
Analytical tasks Time series, Descriptive statistics

Source

HistDAWass R package (RetHTS dataset).

References

Irpino, A. and Verde, R. (2015). Basic statistics for distributional symbolic variables: a new metric-based approach. Advances in Data Analysis and Classification, 9(2), 143–175.

Original data from the HistDAWass R package (RetHTS dataset).

Examples

data(exchange_rate_returns.hist)

dataSDA documentation built on June 12, 2026, 9:06 a.m.