README.md

In barryquinn1/tsfe: Time series financial econometrics

tsfe

This package contains templates for reports, and functions and workshops using in *Advanced Financial Data Analytrics * taught by Barry Quinn at Queen’s Business School.

Installation

install.packages("remotes")
remotes::install_github("quinfer/tsfe")

And the development version from GitHub with:

install.packages("devtools")
devtools::install_github("quinfer/tsfe")

Example

This is a basic example which shows you how to solve a common problem:

library(tsfe)
## basic example code
data("ftse350")  # This is a 2MB file so might take some time to initially load
summary(ftse350)
#>      Name              ticker            variable              date           
#>  Length:1014400     Length:1014400     Length:1014400     Min.   :2016-04-29  
#>  Class :character   Class :character   Class :character   1st Qu.:2017-06-14  
#>  Mode  :character   Mode  :character   Mode  :character   Median :2018-07-20  
#>                                                           Mean   :2018-07-13  
#>                                                           3rd Qu.:2019-08-14  
#>                                                           Max.   :2020-09-01  
#>      value          
#>  Min.   :     1.05  
#>  1st Qu.:   373.10  
#>  Median :   893.92  
#>  Mean   :  3273.80  
#>  3rd Qu.:  2210.00  
#>  Max.   :159163.60

Tutorials

You can start the tutorials in one of two ways. First, in RStudio 1.3 or later, you will find the ATI tutorials listed in the “Tutorial” tab in the top-right pane (by default). Find a tutorial and click “Run Tutorial” to get started. Second, you can run any tutorial from the R console by typing the following line:

learnr::run_tutorial("Workshop2","tsfe")

This should bring up a tutorial in your default web browser. You can see the full list of tutorials by running:

learnr::run_tutorial(package = "tsfe")

If you would like to access the raw RMarkdown code which created these tutorials you can do so here

Datasets

This package also includes the dataset used in the course.

barryquinn1/tsfe documentation built on Jan. 23, 2025, 2:09 a.m.