FinTS (version 0.4-9)

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

Description

pd$Description

Author

Spencer Graves

Maintainer: pd$Maintainer

Details

Index: paste("\\preformatted{", paste(if(!is.null(lb$info[[2]])) lb$info[[2]] else "No entries",collapse="\n"), "}", sep="")

See the scripts subdirectory of the FinTS installation directory = system.file(package='FinTS').

Corrections to the script files provided and contributions to script files for other chapters will be graciously accepted.

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley)

See Also

https://faculty.chicagobooth.edu/ruey-s-tsay/teaching

Examples

# Where is the 'FinTS' directory?
system.file(package='FinTS')

# View the script file 'ch01.R', which is in the 'scripts'
# subdirectory of the system.file(package='FinTS') directory:
runscript(1, 'view')

# SP statistics in Table 1.2 of Tsay
data(d.ibmvwewsp6203)
FinTS.stats(100*d.ibmvwewsp6203[, "SP"])