exchange              package:waveslim              R Documentation

_E_x_c_h_a_n_g_e _R_a_t_e_s _B_e_t_w_e_e_n _t_h_e _D_e_u_t_s_c_h_e _M_a_r_k, _J_a_p_a_n_e_s_e _Y_e_n _a_n_d _U._S. _D_o_l_l_a_r

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     data(exchange)

_F_o_r_m_a_t:

     A bivariate time series containing 348 observations.

_S_o_u_r_c_e:

     Unknown.

_R_e_f_e_r_e_n_c_e_s:

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

