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, ch. 1) |
ch02data | Financial time series for Tsay (2005, ch. 2) |
ch03data | Financial time series for Tsay (2005, ch. 3) |
ch04data | Financial time series for Tsay (2005, ch. 4) |
ch05data | Financial time series for Tsay (2005, ch. 5) |
ch06data | Financial time series for Tsay (2005, ch. 6) |
ch07data | Financial time series for Tsay (2005, ch. 7) |
ch08data | Financial time series for Tsay (2005, ch. 8) |
ch09data | Financial time series for Tsay (2005, ch. 9) |
ch10data | Financial time series for Tsay (2005, ch. 10) |
ch11data | Financial time series for Tsay (2005, ch. 11) |
ch12data | Financial time series for Tsay (2005, ch. 12) |
compoundInterest | Compute compound interest |
findConjugates | Find complex conjugate pairs |
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... |
url2data | Create local copies of files read from urls |
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