exrates


  The data set used in Wright (2001) as an application, weekly from August, 7, 1974 to May 29 1996


datasets

A collection of statistical tests for martingale difference hypothesis

Jae H Kim

vrtest

Variance Ratio tests and other tests for Martingale Difference
Hypothesis

exrates function

A data frame with 1139 observations on the following 5 variables.
  <dl>
    <dt><code>ca</code></dt><dd>a numeric vector, Canadian Dollar</dd> <dt><code>dm</code></dt><dd>a numeric vector, Deutch Mark</dd> <dt><code>ff</code></dt><dd>a numeric vector, French Franc</dd> <dt><code>uk</code></dt><dd>a numeric vector, UK Pound</dd> <dt><code>jp</code></dt><dd>a numeric vector, Japanese Yen</dd> </dl> 

exrates: wright's Exchange Rates Data

Description

Usage

Arguments

Format

References

Examples