Foreign Exchange Rates

Exchange rates between the US Dollar and the

  • British Pound (GBP)

  • Canadian Dollar (CAD)

  • German Mark (DEM)

  • Japanese Yen (JPY)

  • Swiss Franc (CHF)

in a multi-variate time series.

Data from Andreas S. Weigend, Bernardo A. Huberman, and David E. Rumelhart, "Predicting Sunspots and Exchange Rates with Connectionist Networks", pp. 395-432 in M. Casdagli and S. Eubank, eds, Nonlinear Modeling and Forecasting, Addison-Wesley, 1992.

Extracted from the Andreas Weigend web site http://www.stern.nyu.edu/~aweigend/Time-Series/TSWelcome.html.

  • exch.rate
Documentation reproduced from package splusTimeSeries, version 1.5.0-75, License: BSD_3_clause + file LICENSE

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