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... |
url2data | Create local copies of files read from urls. |
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