stats-basicStats: Basic Time Series Statistics

Description Usage Arguments Value Examples

Description

Computes basic financial time series statististics.

List of Functions:

basicStats Computes an overview of basic statistical values.

Usage

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basicStats(x, ci = 0.95)

Arguments

ci

confidence interval, a numeric value, by default 0.95, i.e. 95 percent.

x

an object of class "timeSeries" or any other object which can be transformed by the function as.timeSeries into an object of class timeSeries. The latter case, other then timeSeries objects, is more or less untested.

Value

basicsStats
returns a data frame with the following entries and row names: nobs, NAs, Minimum, Maximum , 1. Quartile, 3. Quartile, Mean, Median, Sum, SE Mean, LCL Mean, UCL Mean, Variance, Stdev, Skewness, Kurtosis.

Examples

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## basicStats -
   # Simulated Monthly Return Data:
   tS = timeSeries(matrix(rnorm(12)), timeCalendar())
   basicStats(tS)

Example output

Loading required package: timeDate
Loading required package: timeSeries
                 TS.1
nobs        12.000000
NAs          0.000000
Minimum     -2.073407
Maximum      1.779083
1. Quartile -0.212654
3. Quartile  1.129819
Mean         0.347979
Median       0.407559
Sum          4.175742
SE Mean      0.329946
LCL Mean    -0.378229
UCL Mean     1.074186
Variance     1.306375
Stdev        1.142968
Skewness    -0.552315
Kurtosis    -0.728737

fBasics documentation built on March 13, 2020, 9:09 a.m.