Foreign exchange rate between USD and GBP — forexUSUK • CASdatasets

The dataset is the daily buying rates in New York City for cable transfers payable in foreign currencies from January 4, 1971 to March 1, 2013. The data can be downloaded from the FRED website. Access to this website was done on March 6, 2012.

Usage

data(forexUSUK)

Format

forexUSUK is a data frame of 2 columns and 10,583 rows:

Date: Date.
Value: The index value.

References

Bollerslev (1987). Regression Modeling with Actuarial and Financial Applications, Cambridge University Press.

Source

FRED, Federal Reserve Economic Data, Federal Reserve Bank of St. Louis: U.S. - U.K. Foreign Exchange Rate (DEXUSUK): https://fred.stlouisfed.org/series/DEXUSUK.

Examples


# (1) load of data
#
data(forexUSUK)
dim(forexUSUK)
#> [1] 10583     2
head(forexUSUK)
#>         Date  Value
#> 1 1971-01-04 2.3938
#> 2 1971-01-05 2.3949
#> 3 1971-01-06 2.3967
#> 4 1971-01-07 2.3963
#> 5 1971-01-08 2.3972
#> 6 1971-01-11 2.3992


# (2) plot of data
#

forexUSUK <- forexUSUK[forexUSUK$Date >= "2012-01-01", ]
plot(forexUSUK$Date, forexUSUK$Value, main = "US/UK FX Rate",
 xlab = "Year", ylab = "Index", type = "l")