exrates {vrtest} | R Documentation |
The data set used in Wright (2001) as an application, weekly from August, 7, 1974 to May 29 1996
data(exrates)
A data frame with 1139 observations on the following 5 variables.
ca
dm
ff
uk
jp
WRIGHT,J.H.,2000,Alternative Variance-Ratio Tests Using Ranks and Signs, Journal of Business & Economic Statistics, 18, 1-9.
data(exrates)