YN                   package:Rwave                   R Documentation

_L_o_g_a_r_i_t_h_m_s _o_f _t_h_e _P_r_i_c_e_s _o_f _J_a_p_a_n_e_s_e _Y_e_n

_D_e_s_c_r_i_p_t_i_o_n:

     Logarithms of the prices of a contract of Japanese yen.

_U_s_a_g_e:

     data(YN)

_F_o_r_m_a_t:

     A vector containing 500 observations.

_S_o_u_r_c_e:

     See discussions in the text of ``Practical Time-Frequency
     Analysis''.

_R_e_f_e_r_e_n_c_e_s:

     Carmona, R. A., W. L. Hwang and B Torresani (1998) Practical
     Time-Frequency Analysis: Gabor and Wavelet Transforms with an
     Implementation in S, Academic Press, San Diego.

