exrates: wright's Exchange Rates Data
In vrtest: Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
exrates R Documentation
wright's Exchange Rates Data
Description
The data set used in Wright (2001) as an application, weekly from August, 7, 1974 to May 29 1996
Usage
data(exrates)
Format
A data frame with 1139 observations on the following 5 variables.
caa numeric vector, Canadian Dollar
dma numeric vector, Deutch Mark
ffa numeric vector, French Franc
uka numeric vector, UK Pound
jpa numeric vector, Japanese Yen
References
WRIGHT,J.H.,2000,Alternative Variance-Ratio Tests Using Ranks and Signs, Journal of Business & Economic Statistics, 18, 1-9.
Examples
data(exrates)
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| exrates | R Documentation |
wright's Exchange Rates Data
Description
The data set used in Wright (2001) as an application, weekly from August, 7, 1974 to May 29 1996
Usage
data(exrates)Format
A data frame with 1139 observations on the following 5 variables.
caa numeric vector, Canadian Dollar
dma numeric vector, Deutch Mark
ffa numeric vector, French Franc
uka numeric vector, UK Pound
jpa numeric vector, Japanese Yen
References
WRIGHT,J.H.,2000,Alternative Variance-Ratio Tests Using Ranks and Signs, Journal of Business & Economic Statistics, 18, 1-9.
Examples
data(exrates)
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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