Last data update: 2014.03.03

R: Foreign exchange rates
FXRatesR Documentation

Foreign exchange rates

Description

Daily foreign exchange rates were obtained for: YenUS, DmUS, USGB, CanUS. From 1983-12-13 to 2008-11-12, 6330 values in each series.

Usage

data(FXRates)

Format

A data frame with 6330 observations on the following 5 variables.

Date

a character fector, dates

YenUS

Yen/US exchange rate

DmUS

Deutsche Mark/US Dollar, exchange rate

USGB

US/Great Britain exchange rate

CanUS

Canada/US exchange rate

Details

The dates run from "1983-12-13" to "2008-11-24" and were included in the downloaded file. There were 48 missing values out of a total of 4*6330=25320 values. Missing values were replaced with the previous value.

Source

http://www.econstats.com/fx/fx__d1.htm

Examples

head(FXRates)

Results


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> library(FitAR)
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FitAR/FXRates.Rd_%03d_medium.png", width=480, height=480)
> ### Name: FXRates
> ### Title: Foreign exchange rates
> ### Aliases: FXRates
> ### Keywords: datasets
> 
> ### ** Examples
> 
> head(FXRates)
        Date YenUS    DmUS   USGB  CanUS
1 1983-12-13 95.42 1.56079 1.4816 1.2849
2 1983-12-14 94.98 1.56154 1.4789 1.2850
3 1983-12-15 96.75 1.55286 1.5095 1.2370
4 1983-12-16 97.38 1.54124 1.5042 1.2237
5 1983-12-19 97.03 1.53688 1.5030 1.2213
6 1983-12-20 96.66 1.53627 1.4860 1.2241
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>