Time series datasets

Datasets used in the examples, including DEM/GBP foreign exchange rates 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.

Further datasets are available in the packages that fGarch imports, see fBasicsData and TimeSeriesData.

See also

data(package = "fBasics") and data(package = "timeSeries") for related datasets

Examples

data(dem2gbp)
head(dem2gbp)
#>       DEM2GBP
#> 1  0.12533286
#> 2  0.02887427
#> 3  0.06346177
#> 4  0.22671922
#> 5 -0.21426695
#> 6  0.20285367
tail(dem2gbp)
#>          DEM2GBP
#> 1969 -0.47823610
#> 1970 -0.40853965
#> 1971 -0.03046769
#> 1972 -0.11754582
#> 1973 -0.23127105
#> 1974  0.52804687
str(dem2gbp)
#> 'data.frame':	1974 obs. of  1 variable:
#>  $ DEM2GBP: num  0.1253 0.0289 0.0635 0.2267 -0.2143 ...
plot(dem2gbp[[1]])


data(sp500dge)
head(sp500dge)
#>        SP500
#> 1  0.0000000
#> 2 -0.0022548
#> 3 -0.0096400
#> 4  0.0062482
#> 5  0.0011319
#> 6 -0.0102332
tail(sp500dge)
#>            SP500
#> 17050  0.0072311
#> 17051 -0.0008122
#> 17052 -0.0020079
#> 17053  0.0090668
#> 17054 -0.0004287
#> 17055 -0.0026266
str(sp500dge)
#> 'data.frame':	17055 obs. of  1 variable:
#>  $ SP500: num  0 -0.00225 -0.00964 0.00625 0.00113 ...
plot(sp500dge[[1]])