Pound–Dollar exchange rate data from 2 October 1981 to 28 June 1985.
Usage
data(svpdx)Format
A data frame with 945 observations on the following 2 variables:
- date
Date of observation.
- pdx
Logarithm of returns for Pound–Dollar exchange.
References
Meyer, R. and J. Yu (2002). BUGS for a Bayesian analysis of stochastic volatility models. Econometrics Journal, 3(2), 198–215.
Examples
data(svpdx)
# plot
plot(svpdx$pdx, type = "l", xaxt = "n",
xlab = "Time", ylab = "Return")
# add x-axis
svpdx$rdate <- format(svpdx$date, format = "%b %Y")
mth <- unique(svpdx$rdate)
qtr <- mth[seq(1, length(mth), 3)]
axis(1, at = match(qtr, svpdx$rdate), labels = qtr, cex.axis = 0.75)
axis(1, at = match(mth, svpdx$rdate), labels = FALSE, tcl = -0.2)
