svpdx | R Documentation |
Pound-Dollar exchange rate data from 2nd October 1981 to 28th June 1985.
data(svpdx)
A data frame with 945 observations on the following 2 variables.
date
Date of observation.
pdx
Logarithm of returns for Pound-Dollar exchange.
Raw data on log returns.
http://www.econ.vu.nl/koopman/sv/svpdx.dat
Meyer, R. and J. Yu (2002). BUGS for a Bayesian analysis of stochastic volatility models. Econometrics Journal 3 (2), 198–215.
data(svpdx) # plot plot(svpdx$pdx, type = "l", xaxt = "n", xlab = "Time", ylab = "Return") # add x-axis svpdx$rdate<-format(svpdx$date, format = "%b %Y") mth <- unique(svpdx$rdate) qtr <- mth[seq(1,length(mth),3)] axis(1, at = match(qtr, svpdx$rdate), labels = qtr, cex.axis = 0.75) axis(1, at = match(mth, svpdx$rdate), labels = FALSE, tcl = -0.2)
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