exrates {vrtest}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.

ca
a numeric vector, Canadian Dollar
dm
a numeric vector, Deutch Mark
ff
a numeric vector, French Franc
uk
a numeric vector, UK Pound
jp
a 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)

[Package vrtest version 0.90 Index]