exch: Pound-dollar Exchange-rate Data
In mdhglm: Multivariate Double Hierarchical Generalized Linear Models
Description
Usage
Format
References
Description
Harvey et al. (1994) presented daily observations for the weekday closing exchange rates for
the U.K. Sterling/U.S. Dollar from 1/10/81 to 28/6/85.
Usage
1
data("exch")
Format
A data frame with 944 observations on the following 4 variables.
rtexchange rate at time t
ytmean-correted returns
yt1one lag of yt
yt12yt1*yt1
References
Harvey, A.C., Ruiz, E. and Shephard, N. (1994). Multivariate stochastic
variance models. Review of Economic Studies, 61, 247–264.
mdhglm documentation built on May 2, 2019, 5:52 a.m.
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Description Usage Format References
Description
Harvey et al. (1994) presented daily observations for the weekday closing exchange rates for the U.K. Sterling/U.S. Dollar from 1/10/81 to 28/6/85.
Usage
1 | data("exch")
|
Format
A data frame with 944 observations on the following 4 variables.
rtexchange rate at time t
ytmean-correted returns
yt1one lag of yt
yt12yt1*yt1
References
Harvey, A.C., Ruiz, E. and Shephard, N. (1994). Multivariate stochastic variance models. Review of Economic Studies, 61, 247–264.
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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