ch10data: financial time series for Tsay (2005, chapter 10[text])

Description Usage Format Source References See Also

Description

Financial time series used in examples in chapter 10.

Usage

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data(d.hkja)
data(m.pfe6503)
data(m.mrk6503)
#data(m.ibmsp2699)
# <- 2 of the 4 columns in m.ibmsp2699ln
# documented with ch08data
data(d.spcscointc)

Format

One data set used in chapter 10 is also used earlier: 'm.ibmsp2699' is the first 2 of the 4 columns of 'm.ibmsp2699ln' used in chapter 8.

The other data sets used in chapter 10 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. 10)

See Also

ch01data ch02data ch03data ch04data ch05data ch06data ch07data ch08data ch09data


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