Garch {Ecdat}R Documentation

Daily Observations on Exchange Rates of the Us Dollar Against Other Currencies

Description

daily observations from 1980–01 to 1987–05–21

number of observations : 1867

observation : country

country : World

Usage

data(Garch)

Format

A dataframe containing :

date
date of observation (yymmdd)
day
day of the week (a factor)
dm
exchange rate dollar/Deutsch Mark
ddm
dm-dm(-1)
bp
exchange rate of d*ollar/British Pound
cd
exchange rate of dollar/Canadian Dollar
dy
exchange rate of dollar/Yen
sf
exchange rate of dollar/Swiss Franc

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www.econ.kuleuven.ac.be/GME, chapter 8.

See Also

Index.Books, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series


[Package Ecdat version 0.1-4 Index]