xrates {expsmooth} | R Documentation |
Monthly foreign exchange rates: US dollar and UK pound against the Australia dollar. audusd
contains USD/AUD and audukp
contains UKP/AUD.
data(xrates)
multiple time series
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.
http://www.exponentialsmoothing.net
plot(xrates,main="Foreign exchange rates",xlab="Year")