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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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FinTS documentation built on May 2, 2019, 4:40 a.m.