On this R-data 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
daily observations from 1980–01 to 1987–05–21
number of observations : 1867
observation : country
country : World
A dataframe containing :
date of observation (yymmdd)
day of the week (a factor)
exchange rate Dollar/Deutsch Mark
exchange rate of Dollar/British Pound
exchange rate of Dollar/Canadian Dollar
exchange rate of Dollar/Yen
exchange rate of Dollar/Swiss Franc
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
Dataset imported from https://www.r-project.org.