Man pages for FinTS
Companion to Tsay (2005) Analysis of Financial Time Series

AcfAutocorrelation Function
apcaAsymptotic PCA
ArchTestARCH LM Test
ARIMAArima with Ljung-Box
as.yearmon2Conditionally convert x to yearmon if the conversion is...
AutocorTestBox-Ljung autocorrelation test
ch01datafinancial time series for Tsay (2005, chapter 1[text])
ch02datafinancial time series for Tsay (2005, chapter 2[text])
ch03datafinancial time series for Tsay (2005, chapter 3[text])
ch04datafinancial time series for Tsay (2005, chapter 4[text])
ch05datafinancial time series for Tsay (2005, chapter 5[text])
ch06datafinancial time series for Tsay (2005, chapter 6[text])
ch07datafinancial time series for Tsay (2005, chapter 7[text])
ch08datafinancial time series for Tsay (2005, chapter 8[text])
ch09datafinancial time series for Tsay (2005, chapter 9[text])
ch10datafinancial time series for Tsay (2005, chapter 10[text])
ch11datafinancial time series for Tsay (2005, chapter 11[text])
ch12datafinancial time series for Tsay (2005, chapter 12[text])
compoundInterestcompute compound interest
findConjugatesFind complex conjugate pairs
FinTS-packageCompanion to Tsay (2005) Analysis of Financial Time Series
FinTS.statsFinancial Time Series summary statistics
package.dirDirectory of a package
plotArmaTrueacfplot the theoretical ACF corresponding to an ARMA model
plot.loadingsPlot loadings
read.yearmonReading Monthly zoo Series
runscriptRun a package script
TsayFilesList of the names of files downloaded from the "Analysis of...
url2dataCreate local copies of files read from urls.
FinTS documentation built on May 2, 2019, 4:40 a.m.