Last data update: 2014.03.03
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R: Daily US Dollar to Hong Kong Dollar Exchange Rates
Daily US Dollar to Hong Kong Dollar Exchange Rates
Description
Daily USD/HKD
(US dollar to Hong Kong dollar) exchange rate from January 1, 2005 to March 7, 2006
Usage
data(usd.hkd)
Format
A data frame with 431 observations on the following 6 variables.
r daily returns of USD/HKD exchange rates
v estimated conditional variances based on an AR(1)+GARCH(3,1) model
hkrate daily USD/HKD exchange rates
outlier1 dummy variable of day 203, corresponding to July 22, 2005
outlier2 dummy variable of day 290, another possible outlier
day calendar day
Source
http://www.oanda.com/convert/fxhistory
References
"Time Series Analysis, with Applications in R" by J.D. Cryer and K.S. Chan
Examples
data(usd.hkd)
## maybe str(usd.hkd) ; plot(usd.hkd) ...
Results
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