Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

Garch

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 Dollar/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, chapter 8.

See Also


Ecdat

Data Sets for Econometrics

v0.3-9
GPL (>= 2)
Authors
Yves Croissant <yves.croissant@let.ish-lyon.cnrs.fr> and Spencer Graves
Initial release
2020-11-02

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.