FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
Version 0.4-5

R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (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.

AuthorSpencer Graves
Date of publication2014-03-28 07:18:30
MaintainerSpencer Graves <spencer.graves@prodsyse.com>
LicenseGPL (>= 2)
Version0.4-5
URL http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FinTS")

Getting started

Package overview

Popular man pages

Acf: Autocorrelation Function
apca: Asymptotic PCA
ArchTest: ARCH LM Test
ARIMA: Arima with Ljung-Box
FinTS-package: Companion to Tsay (2005) Analysis of Financial Time Series
FinTS.stats: Financial Time Series summary statistics
package.dir: Directory of a package
See all...

All man pages Function index File listing

Man pages

Acf: Autocorrelation Function
apca: Asymptotic PCA
ArchTest: ARCH LM Test
ARIMA: Arima with Ljung-Box
as.yearmon2: Conditionally convert x to yearmon if the conversion is...
AutocorTest: Box-Ljung autocorrelation test
ch01data: financial time series for Tsay (2005, chapter 1[text])
ch02data: financial time series for Tsay (2005, chapter 2[text])
ch03data: financial time series for Tsay (2005, chapter 3[text])
ch04data: financial time series for Tsay (2005, chapter 4[text])
ch05data: financial time series for Tsay (2005, chapter 5[text])
ch06data: financial time series for Tsay (2005, chapter 6[text])
ch07data: financial time series for Tsay (2005, chapter 7[text])
ch08data: financial time series for Tsay (2005, chapter 8[text])
ch09data: financial time series for Tsay (2005, chapter 9[text])
ch10data: financial time series for Tsay (2005, chapter 10[text])
ch11data: financial time series for Tsay (2005, chapter 11[text])
ch12data: financial time series for Tsay (2005, chapter 12[text])
compoundInterest: compute compound interest
findConjugates: Find complex conjugate pairs
FinTS-package: Companion to Tsay (2005) Analysis of Financial Time Series
FinTS.stats: Financial Time Series summary statistics
package.dir: Directory of a package
plotArmaTrueacf: plot the theoretical ACF corresponding to an ARMA model
plot.loadings: Plot loadings
read.yearmon: Reading Monthly zoo Series
runscript: Run a package script
TsayFiles: List of the names of files downloaded from the "Analysis of...
Unitroot: unit root tests
url2data: Create local copies of files read from urls.

Functions

ARIMA Man page Source code
Acf Man page Source code
ArchTest Man page Source code
AutocorTest Man page Source code
FinTS Man page
FinTS-package Man page
FinTS.stats Man page Source code
FinTS.url Man page
Table1.2 Man page
TsayFiles Man page
Unitroot Man page Source code
aa.3rv Man page
apca Man page
as.yearmon2 Man page Source code
ch01data Man page
ch02data Man page
ch03data Man page
ch04data Man page
ch05data Man page
ch06data Man page
ch07data Man page
ch08data Man page
ch09data Man page
ch10data Man page
ch11data Man page
ch12data Man page
compoundInterest Man page
d.3m6203 Man page
d.c8603 Man page
d.cscoy99 Man page
d.fxjp00 Man page
d.hkja Man page
d.ibm6298wmx Man page
d.ibmvwewsp6203 Man page Man page Man page
d.ibmy98 Man page
d.intc7297 Man page
d.intc7303 Man page
d.msft8603 Man page
d.sp8099 Man page
d.sp9003lev Man page
d.spcscointc Man page
day15 Man page
day15.ori Man page
exch.perc Man page
findConjugates Man page Source code
ibm Man page
ibm1to5.dur Man page
ibm91.ads Man page
ibm91.adsx Man page
ibm9912.tp Man page
ibmdurad Man page
m.3m4603 Man page
m.3m4697 Man page Man page
m.5cln Man page
m.apca0103 Man page
m.barra.9003 Man page
m.bnd Man page Man page
m.c8603 Man page
m.cpice16.dp7503 Man page
m.decile1510 Man page
m.fac9003 Man page
m.fama.bond5203 Man page
m.geln Man page
m.gs1 Man page
m.gs10 Man page
m.gs1n3.5301 Man page
m.gs3 Man page
m.gs5 Man page
m.ibm2697 Man page Man page
m.ibm3dx2603 Man page
m.ibmln2699 Man page
m.ibmsp2699 Man page
m.ibmsp2699ln Man page
m.ibmspln Man page
m.ibmspln6299 Man page
m.ibmsplnsu Man page
m.ibmvwewsp2603 Man page
m.intc7303 Man page Man page
m.mrk6503 Man page
m.msft8603 Man page
m.pfe6503 Man page
m.sp5.6204 Man page
m.sp6299 Man page
m.unrate Man page
m.vw2697 Man page
package.dir Man page Source code
plot.Acf Man page Source code
plot.loadings Man page Source code
plotArmaTrueacf Man page Source code
q.gdp4703 Man page
q.gnp4791 Man page Man page
q.jnj Man page
q.unemrate Man page
read.yearmon Man page Source code
runscript Man page Source code
simple2logReturns Man page
sp500 Man page
sp5may Man page
summary.fHTEST Man page Source code
url2data Man page Source code
w.3mtbs7097 Man page
w.gs1n36299 Man page
w.gs3c Man page
w.gs3n1c Man page
w.tb3ms Man page
w.tb3n6ms Man page
w.tb6ms Man page

Files

inst
inst/scripts
inst/scripts/ch11.R
inst/scripts/create-ch04.R
inst/scripts/ch09.R
inst/scripts/ch01.R
inst/scripts/create-ch05.R
inst/scripts/ch02.R
inst/scripts/create-ch06.R
inst/scripts/create-ch03.R
inst/scripts/create-ch09.R
inst/scripts/create-ch08.R
inst/scripts/create-ch01.R
inst/scripts/create-ch02.R
inst/scripts/TsayFiles.7z
inst/scripts/TsayFiles.R
inst/scripts/create-ch07.R
inst/scripts/create-ch11.R
inst/scripts/ch04.R
inst/scripts/create-ch10.R
inst/scripts/ch03.R
inst/scripts/create-ch12.R
NAMESPACE
NEWS
data
data/w.tb6ms.rda
data/m.ibm2697.rda
data/m.intc7303.rda
data/m.msft8603.rda
data/m.geln.rda
data/d.fxjp00.rda
data/m.ibmln2699.rda
data/m.decile1510.rda
data/sp500.rda
data/q.gnp4791.rda
data/m.3m4603.rda
data/d.3m6203.rda
data/m.ibmsp2699ln.rda
data/m.mrk6503.rda
data/w.tb3n6ms.rda
data/d.ibmvwewsp6203.rda
data/day15.ori.rda
data/ibm.rda
data/m.apca0103.rda
data/m.3m4697.rda
data/m.barra.9003.rda
data/m.unrate.rda
data/m.bnd.rda
data/w.gs3n1c.rda
data/m.vw2697.rda
data/m.gs10.rda
data/d.sp9003lev.rda
data/TsayFiles.rda
data/m.fac9003.rda
data/d.ibmy98.rda
data/m.sp6299.rda
data/ibm9912.tp.rda
data/day15.rda
data/m.ibmspln.rda
data/ibmdurad.rda
data/w.gs1n36299.rda
data/m.ibmsplnsu.rda
data/ibm91.ads.rda
data/m.gs5.rda
data/m.5cln.rda
data/q.unemrate.rda
data/w.tb3ms.rda
data/m.gs1n3.5301.rda
data/d.ibm6298wmx.rda
data/ibm1to5.dur.rda
data/m.fama.bond5203.rda
data/d.cscoy99.rda
data/m.ibm3dx2603.rda
data/m.sp5.6204.rda
data/d.msft8603.rda
data/datalist
data/sp5may.rda
data/m.pfe6503.rda
data/d.c8603.rda
data/m.cpice16.dp7503.rda
data/exch.perc.rda
data/q.jnj.rda
data/w.gs3c.rda
data/aa.3rv.rda
data/d.spcscointc.rda
data/m.ibmvwewsp2603.rda
data/w.3mtbs7097.rda
data/q.gdp4703.rda
data/m.gs1.rda
data/d.intc7297.rda
data/d.hkja.rda
data/m.c8603.rda
data/m.ibmspln6299.rda
data/m.gs3.rda
data/d.sp8099.rda
data/d.intc7303.rda
data/ibm91.adsx.rda
R
R/plot.loadings.R
R/AutocorTest.R
R/read.yearmon.R
R/apca.R
R/runscript.R
R/Acf.R
R/package.dir.R
R/as.yearmon2.R
R/Unitroot.R
R/compoundInterest.R
R/simple2logReturns.R
R/ArchTest.R
R/url2data.R
R/plotArmaTrueacf.R
R/FinTS.stats.R
R/findConjugates.R
R/ARIMA.R
MD5
README
DESCRIPTION
man
man/as.yearmon2.Rd
man/apca.Rd
man/ch07data.Rd
man/ch05data.Rd
man/ArchTest.Rd
man/read.yearmon.Rd
man/ch10data.Rd
man/FinTS-package.Rd
man/ARIMA.Rd
man/TsayFiles.Rd
man/ch09data.Rd
man/ch04data.Rd
man/findConjugates.Rd
man/AutocorTest.Rd
man/Acf.Rd
man/runscript.Rd
man/ch03data.Rd
man/ch08data.Rd
man/ch02data.Rd
man/ch12data.Rd
man/plot.loadings.Rd
man/ch11data.Rd
man/url2data.Rd
man/FinTS.stats.Rd
man/ch01data.Rd
man/package.dir.Rd
man/compoundInterest.Rd
man/Unitroot.Rd
man/plotArmaTrueacf.Rd
man/ch06data.Rd
FinTS documentation built on May 19, 2017, 6:53 a.m.

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