Package: FinTS 0.4-9
Georgi N. Boshnakov
FinTS: Companion to Tsay (2005) Analysis of Financial Time Series
R companion to Tsay (2005) Analysis of Financial Time Series, second edition (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.
Authors:
FinTS_0.4-9.tar.gz
FinTS_0.4-9.tar.gz(r-4.5-noble)FinTS_0.4-9.tar.gz(r-4.4-noble)
FinTS_0.4-9.tgz(r-4.4-emscripten)FinTS_0.4-9.tgz(r-4.3-emscripten)
FinTS.pdf |FinTS.html✨
FinTS/json (API)
NEWS
| # Install 'FinTS' in R: |
| install.packages('FinTS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/geobosh/fintsdoc/issues
Datasets:
- TsayFiles - List of the names of files downloaded from the "Analysis of Financial Data" web site.
- aa.3rv - Financial time series for Tsay
- d.3m6203 - Financial time series for Tsay
- d.c8603 - Financial time series for Tsay
- d.cscoy99 - Financial time series for Tsay
- d.fxjp00 - Financial time series for Tsay
- d.hkja - Financial time series for Tsay
- d.ibm6298wmx - Financial time series for Tsay
- d.ibmvwewsp6203 - Financial time series for Tsay
- d.ibmy98 - Financial time series for Tsay
- d.intc7297 - Financial time series for Tsay
- d.intc7303 - Financial time series for Tsay
- d.msft8603 - Financial time series for Tsay
- d.sp8099 - Financial time series for Tsay
- d.sp9003lev - Financial time series for Tsay
- d.spcscointc - Financial time series for Tsay
- day15 - Financial time series for Tsay
- day15.ori - Financial time series for Tsay
- exch.perc - Financial time series for Tsay
- ibm - Financial time series for Tsay
- ibm1to5.dur - Financial time series for Tsay
- ibm91.ads - Financial time series for Tsay
- ibm91.adsx - Financial time series for Tsay
- ibm9912.tp - Financial time series for Tsay
- ibmdurad - Financial time series for Tsay
- m.3m4603 - Financial time series for Tsay
- m.3m4697 - Financial time series for Tsay
- m.5cln - Financial time series for Tsay
- m.apca0103 - Financial time series for Tsay
- m.barra.9003 - Financial time series for Tsay
- m.bnd - Financial time series for Tsay
- m.c8603 - Financial time series for Tsay
- m.cpice16.dp7503 - Financial time series for Tsay
- m.decile1510 - Financial time series for Tsay
- m.fac9003 - Financial time series for Tsay
- m.fama.bond5203 - Financial time series for Tsay
- m.geln - Financial time series for Tsay
- m.gs1 - Financial time series for Tsay
- m.gs10 - Financial time series for Tsay
- m.gs1n3.5301 - Financial time series for Tsay
- m.gs3 - Financial time series for Tsay
- m.gs5 - Financial time series for Tsay
- m.ibm2697 - Financial time series for Tsay
- m.ibm3dx2603 - Financial time series for Tsay
- m.ibmln2699 - Financial time series for Tsay
- m.ibmsp2699ln - Financial time series for Tsay
- m.ibmspln - Financial time series for Tsay
- m.ibmspln6299 - Financial time series for Tsay
- m.ibmsplnsu - Financial time series for Tsay
- m.ibmvwewsp2603 - Financial time series for Tsay
- m.intc7303 - Financial time series for Tsay
- m.mrk6503 - Financial time series for Tsay
- m.msft8603 - Financial time series for Tsay
- m.pfe6503 - Financial time series for Tsay
- m.sp5.6204 - Financial time series for Tsay
- m.sp6299 - Financial time series for Tsay
- m.unrate - Financial time series for Tsay
- m.vw2697 - Financial time series for Tsay
- q.gdp4703 - Financial time series for Tsay
- q.gnp4791 - Financial time series for Tsay
- q.jnj - Financial time series for Tsay
- q.unemrate - Financial time series for Tsay
- sp500 - Financial time series for Tsay
- sp5may - Financial time series for Tsay
- w.3mtbs7097 - Financial time series for Tsay
- w.gs1n36299 - Financial time series for Tsay
- w.gs3c - Financial time series for Tsay
- w.gs3n1c - Financial time series for Tsay
- w.tb3ms - Financial time series for Tsay
- w.tb3n6ms - Financial time series for Tsay
- w.tb6ms - Financial time series for Tsay
Last updated 8 months agofrom:e72edf553f. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 24 2024 |
| R-4.5-linux | OK | Aug 24 2024 |
Exports:AcfapcaArchTestARIMAas.yearmon2AutocorTestcompoundInterestfindConjugatesFinTS.statspackage.dirplotArmaTrueacfread.yearmonrunscriptsimple2logReturnsurl2data
