library(survival)

type <- c("character","numeric","numeric","numeric")
fx <- read.table("030527556.csv",header=T,sep=",",colClasses=type)
names(fx) <- c("date","yen","dm","euro")

dd <- substring(fx$date,1,2)
mm <- substring(fx$date,3,5)
yyyy <- substring(fx$date,6,9)
mm[mm == "JAN"] <- "01"
mm[mm == "FEB"] <- "02"
mm[mm == "MAR"] <- "03"
mm[mm == "APR"] <- "04"
mm[mm == "MAY"] <- "05"
mm[mm == "JUN"] <- "06"
mm[mm == "JUL"] <- "07"
mm[mm == "AUG"] <- "08"
mm[mm == "SEP"] <- "09"
mm[mm == "OCT"] <- "10"
mm[mm == "NOV"] <- "11"
mm[mm == "DEC"] <- "12"
yyyymmdd <- paste(yyyy,mm,dd,sep="")
caldt <- as.numeric(yyyymmdd)
fx <- cbind(fx,caldt)

lpr <- log(fx$yen)
dlpr <- c(NA,diff(lpr))
fx$yen <- dlpr

lpr <- log(fx$dm)
dlpr <- c(NA,diff(lpr))
fx$dm <- dlpr

lpr <- log(fx$euro)
dlpr <- c(NA,diff(lpr))
fx$euro <- dlpr

fx$euro[fx$caldt < 19981231] <- fx$dm[fx$caldt < 19981231]

fx <- cbind(fx[,1:2],fx[,4:5])
fx <- fx[,2:4]

rm(yyyy, mm, dd, yyyymmdd, caldt, lpr, dlpr, type)