FinTS.stats: Financial Time Series summary statistics

In FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

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

FinTS.stats(x) 

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

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 2, 2019, 4:40 a.m.