Man pages for FinTS
Companion to Tsay (2005) Analysis of Financial Time Series

AcfAutocorrelation Function
apcaAsymptotic PCA
ArchTestARCH LM Test
ARIMAArima with Ljung-Box
as.yearmon2Conditionally convert x to yearmon if the conversion is...
AutocorTestBox-Ljung autocorrelation test
ch01dataFinancial time series for Tsay (2005, ch. 1)
ch02dataFinancial time series for Tsay (2005, ch. 2)
ch03dataFinancial time series for Tsay (2005, ch. 3)
ch04dataFinancial time series for Tsay (2005, ch. 4)
ch05dataFinancial time series for Tsay (2005, ch. 5)
ch06dataFinancial time series for Tsay (2005, ch. 6)
ch07dataFinancial time series for Tsay (2005, ch. 7)
ch08dataFinancial time series for Tsay (2005, ch. 8)
ch09dataFinancial time series for Tsay (2005, ch. 9)
ch10dataFinancial time series for Tsay (2005, ch. 10)
ch11dataFinancial time series for Tsay (2005, ch. 11)
ch12dataFinancial time series for Tsay (2005, ch. 12)
compoundInterestCompute compound interest
findConjugatesFind complex conjugate pairs
FinTS.statsFinancial Time Series summary statistics
package.dirDirectory of a package
plotArmaTrueacfPlot the theoretical ACF corresponding to an ARMA model
plot.loadingsPlot loadings
read.yearmonReading Monthly zoo Series
runscriptRun a package script
TsayFilesList of the names of files downloaded from the "Analysis of...
url2dataCreate local copies of files read from urls
FinTS documentation built on Jan. 27, 2024, 3:01 a.m.