FinTS (0.4-4)
Companion to Tsay (2005) Analysis of Financial Time Series.
http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009
http://cran.r-project.org/web/packages/FinTS
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.
Maintainer:
Spencer Graves
Author(s): Spencer Graves
License: GPL (>= 2)
Uses: zoo, GPArotation, chron, distrEx, e1071, fCalendar, fUnitRoots, fUtilities, lmtest, moments, polynom, psych, sandwich, tseries, urca
Reverse depends: flubase
Reverse suggests: quantspec, tsDyn
Released over 3 years ago.
5 previous versions
- FinTS_0.4-3. Released over 3 years ago.
- FinTS_0.4-2. Released over 3 years ago.
- FinTS_0.3-9. Released over 4 years ago.
- FinTS_0.3-3. Released about 5 years ago.
- FinTS_0.1-17. Released over 5 years ago.
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