Companion to Tsay (2005) Analysis of Financial Time Series

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. |

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