FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

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.

Package details

AuthorSpencer Graves
MaintainerGeorgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
LicenseGPL (>= 2)
Version0.4-6
URL https://r-forge.r-project.org/projects/fints/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FinTS")

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FinTS documentation built on May 2, 2019, 4:40 a.m.