FXRates


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


datasets

Comprehensive model building function for identification,
estimation and diagnostic checking for AR and subset AR models.
Two types of subset AR models are supported.  One family of
subset AR models, denoted by ARp, is formed by taking subet of
the original AR coefficients and in the other, denoted by ARz,
subsets of the partial autocorrelations are used. The main
advantage of the ARz model is its applicability to very large
order models.

A.I. McLeod

FitAR

Subset AR Model Fitting

FXRates function

A data frame with 6330 observations on the following 5 variables.
  <dl>
    <dt><code>Date</code></dt><dd>a character fector, dates</dd> <dt><code>YenUS</code></dt><dd>Yen/US exchange rate</dd> <dt><code>DmUS</code></dt><dd>Deutsche Mark/US Dollar, exchange rate</dd> <dt><code>USGB</code></dt><dd>US/Great Britain exchange rate</dd> <dt><code>CanUS</code></dt><dd>Canada/US exchange rate</dd> </dl> 

Format

<a href="http://www.econstats.com/fx/fx__d1.htm">http://www.econstats.com/fx/fx__d1.htm</a>

FXRates: Foreign exchange rates

Description

Usage

Arguments

Format

Source

Details

Examples