Foreign Exchange Rates

SUMMARY:

Exchange rates between the US Dollar and the British Pound (GBP), Canadian Dollar (CAD), German Mark (DEM), Japanese Yen (JPY), and 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.