data: Data used in the examples
In micss: Modified Iterative Cumulative Sum of Squares Algorithm
data R Documentation
Data used in the examples
Description
Log returns of the exchange rate South African Rand versus United States Dollar.
Usage
data(logReturnsRandDollar)
Value
Time series with 7705 observations.
Author(s)
J.L. Carrion-i-Silvestre and A. Sansó
Source
Paulo Rodrigues
References
J.L. Carrion-i-Silvestre & A. Sansó (2026): Testing for Constant Unconditional Variance in Heavy-Tailed Time Series. Communications in Statistics - Simulation and Computation. doi:10.1080/03610918.2026.2615207
Examples
data(logReturnsRandDollar)
names(data)
micss documentation built on March 17, 2026, 5:06 p.m.
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| data | R Documentation |
Data used in the examples
Description
Log returns of the exchange rate South African Rand versus United States Dollar.
Usage
data(logReturnsRandDollar)Value
Time series with 7705 observations.
Author(s)
J.L. Carrion-i-Silvestre and A. Sansó
Source
Paulo Rodrigues
References
J.L. Carrion-i-Silvestre & A. Sansó (2026): Testing for Constant Unconditional Variance in Heavy-Tailed Time Series. Communications in Statistics - Simulation and Computation. doi:10.1080/03610918.2026.2615207
Examples
data(logReturnsRandDollar)
names(data)
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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