Garch

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

datasets

Data sets for econometrics, including political science.

Spencer Graves

Ecdat

Data Sets for Econometrics

Garch function

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

Format

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

A dataframe containing :<dl>
 <dt><code>date</code></dt>
<dd>date of observation (<code>yymmdd</code>)</dd>

 <dt><code>day</code></dt>
<dd>day of the week (a factor)</dd>

 <dt><code>dm</code></dt>
<dd>exchange rate Dollar/Deutsch Mark</dd>

 <dt><code>ddm</code></dt>
<dd><code>dm-dm(-1)</code></dd>

 <dt><code>bp</code></dt>
<dd>exchange rate of Dollar/British Pound</dd>

 <dt><code>cd</code></dt>
<dd>exchange rate of Dollar/Canadian Dollar</dd>

 <dt><code>dy</code></dt>
<dd>exchange rate of Dollar/Yen</dd>

 <dt><code>sf</code></dt>
<dd>exchange rate of Dollar/Swiss Franc</dd>

 
</dl>

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

Description

Usage

Arguments

Format

References

See Also