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FinTS (version 0.4-9)

Companion to Tsay (2005) Analysis of Financial Time Series

Description

R companion to Tsay (2005) Analysis of Financial Time Series, second edition (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.

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Version

Install

install.packages('FinTS')

Monthly Downloads

7,076

Version

0.4-9

License

GPL (>= 2)

Homepage

https://geobosh.github.io/FinTSDoc/ (doc)

Maintainer

Georgi Boshnakov

Last Published

January 26th, 2024

Functions in FinTS (0.4-9)

Financial time series for Tsay (2005, ch. 7)

Financial time series for Tsay (2005, ch. 3)

Financial time series for Tsay (2005, ch. 10)

Financial time series for Tsay (2005, ch. 11)

Financial time series for Tsay (2005, ch. 8)

Financial time series for Tsay (2005, ch. 2)

Financial time series for Tsay (2005, ch. 6)

Financial time series for Tsay (2005, ch. 4)

Financial time series for Tsay (2005, ch. 9)

compoundInterest

Compute compound interest

Financial time series for Tsay (2005, ch. 5)

Find complex conjugate pairs

Create local copies of files read from urls

Directory of a package

Run a package script

plotArmaTrueacf

Plot the theoretical ACF corresponding to an ARMA model

Reading Monthly zoo Series

Financial time series for Tsay (2005, ch. 12)

List of the names of files downloaded from the "Analysis of Financial Data" web site.

Box-Ljung autocorrelation test

Financial time series for Tsay (2005, ch. 1)

Financial Time Series summary statistics

Arima with Ljung-Box

Autocorrelation Function

Conditionally convert x to yearmon if the conversion is unique, retaining x as names.

pd <- packageDescription("FinTS") lb <- library(help="FinTS", character.only=TRUE) pd$Title