FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
Version 0.4-5

R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.

Package details

AuthorSpencer Graves
Date of publication2014-03-27 00:41:33
MaintainerSpencer Graves <[email protected]>
LicenseGPL (>= 2)
Version0.4-5
URL http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("FinTS", repos="http://R-Forge.R-project.org")

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FinTS documentation built on May 31, 2017, 1:32 a.m.