FinTS.stats: Financial Time Series summary statistics

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

Financial Time Series summary statistics

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))

data(d.c8603)
FinTS.stats(100*d.c8603[, "C"])

## 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, 2024, 4:24 a.m.