currency {regtools} | R Documentation |
From Wai Mun Fong and Sam Ouliaris, "Spectral Tests of the Martingale Hypothesis for Exchange Rates", Journal of Applied Econometrics, Vol. 10, No. 3, 1995, pp. 255-271. Weekly exchange rates against US dollar, over the period 7 August 1974 to 29 March 1989.