exch.rate
Foreign Exchange Rates

### Description

Exchange rates between the US Dollar and the

- British Pound (GBP)
- Canadian Dollar (CAD)
- German Mark (DEM)
- Japanese Yen (JPY)
- Swiss Franc (CHF)

in a multi-variate time series.
Data from Andreas S. Weigend, Bernardo A. Huberman, and David E. Rumelhart, "Predicting Sunspots and Exchange Rates with Connectionist Networks", pp. 395-432 in M. Casdagli and S. Eubank, eds, Nonlinear Modeling and Forecasting, Addison-Wesley, 1992.
Extracted from the Andreas Weigend web site http://www.stern.nyu.edu/~aweigend/Time-Series/TSWelcome.html.
Package splusTimeSeries version 6.1.5-18
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