ch03data: financial time series for Tsay (2005, chapter 3[text])

Description Usage Format Source References See Also

Description

Financial time series used in examples in chapter 3.

Usage

1
2
3
4
5
6
7
8
#m.intc7303
data(exch.perc)
data(sp500)
#m.ibm2697
#d.ibmvwewsp6203
data(m.ibmspln)
data(m.ibmsplnsu)
data(d.sp8099  )

Format

Three data stes used in chapter 3 are also used in chapter 1 or 2 and are documented with 'ch01data' or 'ch02data': In particular, 'm.intc7303' and 'd.ibmvwewsp6203' are used in chapters 1 and 3 and are documented with 'ch01data'; 'm.ibm2697' is used in chapters 2 and 3 is documented with ch02data.

The other data sets used in chapter 3 are as follows:

Source

http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 3)

See Also

ch01data ch02data


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