Garch

daily observations from 1980--01 to 1987--05--21 number of observations : 1867 observation : country country : World

datasets

Spencer Graves

Ecdat

Data Sets for Econometrics

Garch function

A dataframe containing :
 <dl>
 <dt>date</dt><dd>date of observation (yymmdd)</dd> <dt>day</dt><dd>day of the week (a factor)</dd> <dt>dm</dt><dd>exchange rate Dollar/Deutsch Mark</dd> <dt>ddm</dt><dd>dm-dm(-1)</dd> <dt>bp</dt><dd>exchange rate of Dollar/British Pound</dd> <dt>cd</dt><dd>exchange rate of Dollar/Canadian Dollar</dd> <dt>dy</dt><dd>exchange rate of Dollar/Yen</dd> <dt>sf</dt><dd>exchange rate of Dollar/Swiss Franc</dd> </dl>

Format

daily observations from 1980--01 to 1987--05--21

 number of observations : 1867

 observation : country

 country : World

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Garch: Daily Observations on Exchange Rates of the US Dollar Against Other Currencies

Description

Usage

Arguments

Format

References

See Also