Description

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

Usage

Format

A data frame with 6330 observations on the following 5 variables.

Date

a character fector, dates

YenUS

Yen/US exchange rate

DmUS

Deutsche Mark/US Dollar, exchange rate

USGB

US/Great Britain exchange rate

CanUS

Canada/US exchange rate

Details

The dates run from "1983-12-13" to "2008-11-24" and were included in the downloaded file. There were 48 missing values out of a total of 4*6330=25320 values. Missing values were replaced with the previous value.

Source

http://www.econstats.com/fx/fx__d1.htm

Examples