FinTS.stats: Financial Time Series summary statistics

Description Usage Arguments References See Also Examples

View source: R/FinTS.stats.R

Description

Summary statistics as in Table 1.2, Tsay (2005), including the start date, number of observations, mean, standard deviation, skewness, excess kurtosis, min and max.

Usage

1

Arguments

x

A univariate object of class 'zoo'

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, p. 11)

See Also

index sum is.na mean sd skewness kurtosis min max

Examples

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FinTS.stats(rep(1, 5))




# The following generates an error,
# because FinTS.stats expects a vector
# of class 'zoo', and d.c8603 is a matrix 
#FinTS.stats(100*d.c8603) 

FinTS documentation built on May 29, 2017, 9:08 a.m.