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<table width="100%" summary="page for Garch"><tr><td>Garch</td><td align="right">R Documentation</td></tr></table>

<h2>Daily Observations on Exchange Rates of the US Dollar Against Other Currencies </h2>

<h3>Description</h3>


<p>daily observations from 1980&ndash;01 to 1987&ndash;05&ndash;21
</p>
<p><EM>number of observations</EM> :  1867
</p>
<p><EM>observation</EM> :  country
</p>
<p><EM>country</EM> :  World
</p>


<h3>Usage</h3>

<pre>data(Garch)</pre>


<h3>Format</h3>

<p>A dataframe containing :
</p>

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



<h3>References</h3>


<p>Verbeek, Marno (2004) <EM>A guide to modern econometrics</EM>, John Wiley and Sons, <a href="http://www.econ.kuleuven.ac.be/GME">http://www.econ.kuleuven.ac.be/GME</a>, chapter 8.
</p>


<h3>See Also</h3>

<p><code>Index.Source</code>, <code>Index.Economics</code>, <code>Index.Econometrics</code>, <code>Index.Observations</code>,
</p>
<p><code>Index.Time.Series</code></p>


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