This is an interesting take away example from the class which Anand is teaching at NIAS. Here we are trying to correlate between the INR values of various currencies like AUD, CNY (Chinese Yen), EUR, GBP (Great Britain Pound), JPY, SGD, USD and find the positive or negative correlations. The focus is on data collection and transformation.
The first part is the identification of a proper source to get the data. oanda.com is one such source from which historic currency exchange rates can be obtained.
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