ch06data

d.ibmy98

d.cscoy99

Financial time series used in examples in chapter 6.

datasets

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.

Georgi Boshnakov

FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

Spencer Graves

ch06data function

Objects of class zoo giving returns for each trading day for different
 periods
<dl>
 <dt>d.ibmy98</dt>
<dd>Zoo object giving daily simple returns of IBM stock for each
 trading day in 1998.</dd> <dt>d.cscoy99</dt>
<dd>Zoo object giving daily log returns of Cisco stock for each
 trading day in 1999.</dd> 
</dl>

Format

Financial time series for Tsay (2005, ch. 6) — ch06data

Objects of class zoo giving returns for each trading day for different
 periods
<dl>
 <dt>d.ibmy98</dt>
<dd>Zoo object giving daily simple returns of IBM stock for each
 trading day in 1998.</dd>

 <dt>d.cscoy99</dt>
<dd>Zoo object giving daily log returns of Cisco stock for each
 trading day in 1999.</dd>

 
</dl>

ch06data: Financial time series for Tsay (2005, ch. 6)

Description

Usage

Arguments

Format

References

See Also