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Source: Bank of England. (2022) Exchange Rates Database. Available at: https://www.bankofengland.co.uk/boeapps/datab
Period: 2/01/2007 - 2/11/2022
(0.10)
(0.04)
Pe
(0.06)
2.0000
USD/GBP Excahnge Rate
1.5000
1.0000
0.5000
0.0000
2/01/2007 2/09/2007 2/05/2008 2/01/2009 2/09/2009 2/05/2010 2/01/2011 2/09/2011 2/05/2012 2/01/2013 2/09/2013 2/05/2014
b) Draw the graph of the percentage changes in the exchange rate for the daily time series.
0.04
0.02
Percentage Change
-
2/01/2007 2/12/2007 2/11/2008 2/10/2009 2/09/2010 2/08/2011 2/07/2012 2/06/2013 2/05/2014 2/04/201
(0.02)
(0.04)
(0.06)
(0.08)
(0.10)
(0.04)
Pe
(0.06)
(0.08)
(0.10)
Date
c) Descriptive statistics:
Mean 1.5054
Standard Error 0.003461
Median 1.51185
Mode 1.5179
Standard Deviation 0.219231
Sample Variance 0.048062
Kurtosis 0.138172
Skewness 0.779463
Range 1.0336
Minimum 1.0745
Maximum 2.1081
Sum 6039.664
Count 4012
ution of the USD/GBP spot exchange rate - daily time series
2/01/2013 2/09/2013 2/05/2014 2/01/2015 2/09/2015 2/05/2016 2/01/2017 2/09/2017 2/05/2018 2/01/2019 2/09/2019 2/05/2020 2/01/2021 2/09/2021 2/05/
Date
6/2013 2/05/2014 2/04/2015 2/03/2016 2/02/2017 2/01/2018 2/12/2018 2/11/2019 2/10/2020 2/09/2021 2/08/2022
Date
5/2020 2/01/2021 2/09/2021 2/05/2022
021 2/08/2022
Monthly exchange rates for USD/GBP over the last 15 years
Source: The University of British Columbia's Sauder School of Business. (2022) PACIFIC Exchange Rate Service. Available
Period: 1/01/2007 - 1/11/2022
2.0000
USD/GBP Excahnge Rate
1.5000
1.0000
0.5000
0.0000
1/01/2007 1/10/2007 1/07/2008 1/04/2009 1/01/2010 1/10/2010 1/07/2011 1/04/2012 1/01/2013 1/10/2013 1/
b) Draw the graph of the percentage changes in the exchange rate for the daily time series.
0.06
0.04
0.02
Percentage Change
-
1/01/2007 1/01/2008 1/01/2009 1/01/2010 1/01/2011 1/01/2012 1/01/2013 1/01/20
(0.02)
(0.04)
(0.06)
(0.08)
(0.10)
(0.08)
(0.10)
c) Descriptive statistics:
Mean 1.504392
Standard Error 0.015864
Median 1.5141
Mode 1.5328
Standard Deviation 0.219239
Sample Variance 0.048066
Kurtosis 0.178108
Skewness 0.786174
Range 0.9385
Minimum 1.1316
Maximum 2.0701
Sum 287.3388
Count 191
volution of the USD/GBP spot exchange rate - monthly time series
12 1/01/2013 1/10/2013 1/07/2014 1/04/2015 1/01/2016 1/10/2016 1/07/2017 1/04/2018 1/01/2019 1/10/2019 1/07/2020 1/04/2021 1/01/2022 1
Date
e percentage change in the USD/GBP spot exchange rate - monthly time series
1/01/2013 1/01/2014 1/01/2015 1/01/2016 1/01/2017 1/01/2018 1/01/2019 1/01/2020 1/01/2021 1/01/2022
Date
Date
2020 1/04/2021 1/01/2022 1/10/2022
1/01/2021 1/01/2022