R Dataset / Package Ecdat / Forward

On this R-data statistics page, you will find information about the Forward data set which pertains to Exchange Rates of US Dollar Against Other Currencies . The Forward data set is found in the Ecdat R package. You can load the Forward data set in R by issuing the following command at the console data("Forward"). This will load the data into a variable called Forward. If R says the Forward data set is not found, you can try installing the package by issuing this command install.packages("Ecdat") and then attempt to reload the data with the library() command. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Forward R data set. The size of this file is about 31,427 bytes.

Exchange Rates of US Dollar Against Other Currencies

Description

monthly observations from 1979–01 to 2001–12

number of observations : 276

Usage

data(Forward)

Format

A time serie containing :

usdbp: exchange rate USD/British Pound Sterling
usdeuro: exchange rate US D/Euro
eurobp: exchange rate Euro/Pound
usdbp1: 1 month forward rate USD/Pound
usdeuro1: 1 month forward rate USD/Euro
eurobp1: 1 month forward rate Euro/Pound
usdbp3: 3 month forward rate USD/Pound
usdeuro3: month forward rate USD/Euro
eurobp3: month forward rate Euro/Pound

Source

Datastream .

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 4.

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