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waveslim (version 1.7.5)

exchange: Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar

Description

Monthly foreign exchange rates for the Deutsche Mark - U.S. Dollar (DEM-USD) and Japanese Yen - U.S. Dollar (JPY-USD) starting in 1970.

Usage

data(exchange)

Arguments

Format

A bivariate time series containing 348 observations.

References

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.