+---------+-------------------+
| Garch   | R Documentation   |
+---------+-------------------+

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,
`http://www.econ.kuleuven.ac.be/GME <http://www.econ.kuleuven.ac.be/GME>`_,
chapter 8.

See Also
~~~~~~~~

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

``Index.Time.Series``
