Hi Michael,
I was wondering if it was possible to get a copy of the R code you use ?
I tried with
library(tseries)
x=get.hist.quote("^N225")
y=get.hist.quote("^GSPC")
z1=get.hist.quote(instrument = "EUR/USD", provider = "oanda",
start = Sys.Date() - 500)
etc (for the exchange rate)
unfortunatley, the range is not the one you use: I cannot get any observations in the beginning of the 90's (and nothing in the 80's). Or maybe could it be possible to get a copy of you dataset ?
actually, I would like to get an estimate of the correlation you have between your two series (and see if we can get a higher correlation)
best regards,
Arthur (arthur.charpentier@univ-rennes1.fr)