fGarch (version 4021.88)

TimeSeriesData: Time Series Data Sets

Description

Data sets used in the examples of the timeSeries packages, including DEM/GBP foreign exchange rates dataset and data on SP500 index.

Format

dem2gbp is a data frame with one column "DEM2GBP" and 1974 rows (observations).

sp500dge is a data frame with one column "SP500DGE" and 17055 rows (observations).

Details

The data represent retuns. No further details have been recorded.

Examples

data(dem2gbp)
head(dem2gbp)
tail(dem2gbp)
str(dem2gbp)
plot(dem2gbp[[1]])

data(sp500dge)
head(sp500dge)
tail(sp500dge)
str(sp500dge)
plot(sp500dge[[1]])