R Dataset / Package Ecdat / Garch

Documentation

On this Picostat.com statistics page, you will find information about the Garch data set which pertains to Daily Observations on Exchange Rates of the US Dollar Against Other Currencies . The Garch data set is found in the Ecdat R package. You can load the Garch data set in R by issuing the following command at the console data("Garch"). This will load the data into a variable called Garch. If R says the Garch data set is not found, you can try installing the package by issuing this command install.packages("Ecdat") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Garch R data set. The size of this file is about 130,919 bytes.


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

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series

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Dataset imported from https://www.r-project.org.

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Attachment Size
dataset-80084.csv 127.85 KB
Dataset License
GNU General Public License v2.0
Documentation License
GNU General Public License v2.0