ch06data: Financial time series for Tsay (2005, ch. 6)
In FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
ch06data R Documentation
Financial time series for Tsay (2005, ch. 6)
Description
Financial time series used in examples in chapter 6.
Usage
data(d.ibmy98)
data(d.cscoy99)
Format
Objects of class zoo giving returns for each trading day for different
periods
- d.ibmy98
-
Zoo object giving daily simple returns of IBM stock for each
trading day in 1998.
- d.cscoy99
-
Zoo object giving daily log returns of Cisco stock for each
trading day in 1999.
Source
https://faculty.chicagobooth.edu/ruey-s-tsay/teaching
References
Ruey Tsay (2005)
Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)
See Also
ch01data,
ch02data,
ch03data,
ch04data,
ch05data
FinTS documentation built on Jan. 27, 2024, 3:01 a.m.
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| ch06data | R Documentation |
Financial time series for Tsay (2005, ch. 6)
Description
Financial time series used in examples in chapter 6.
Usage
data(d.ibmy98)
data(d.cscoy99)
Format
Objects of class zoo giving returns for each trading day for different periods
- d.ibmy98
-
Zoo object giving daily simple returns of IBM stock for each trading day in 1998.
- d.cscoy99
-
Zoo object giving daily log returns of Cisco stock for each trading day in 1999.
Source
https://faculty.chicagobooth.edu/ruey-s-tsay/teaching
References
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 6)
See Also
ch01data,
ch02data,
ch03data,
ch04data,
ch05data
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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