exch.rate: Foreign Exchange Rates

exch.rateR Documentation

Foreign Exchange Rates

Description

Exchange rates between the US Dollar and the

  • British Pound (GBP)

  • Canadian Dollar (CAD)

  • German Mark (DEM)

  • Japanese Yen (JPY)

  • Swiss Franc (CHF)

in a multi-variate time series.

Data from Andreas S. Weigend, Bernardo A. Huberman, and David E. Rumelhart, "Predicting Sunspots and Exchange Rates with Connectionist Networks", pp. 395-432 in M. Casdagli and S. Eubank, eds, Nonlinear Modeling and Forecasting, Addison-Wesley, 1992.


splusTimeSeries documentation built on July 8, 2022, 1:06 a.m.