FXRates {FitAR} | R Documentation |
Daily foreign exchange rates were obtained for: YenUS, DmUS, USGB, CanUS. From 1983-12-13 to 2008-11-12, 6330 values in each series.
data(FXRates)
A data frame with 6330 observations on the following 5 variables.
Date
YenUS
DmUS
USGB
CanUS
The dates run from "1983-12-13" to "2008-11-24" and were included in the downloaded file. There were 48 missing values out of a total of 4*6330=25320 values. Missing values were replaced with the previous value.
http://www.econstats.com/fx/fx__d1.htm
data(FXRates) head(FXRates)