FinTS (0.4-6)

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Companion to Tsay (2005) Analysis of Financial Time Series.

https://r-forge.r-project.org/projects/fints/
http://cran.r-project.org/web/packages/FinTS

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.

Maintainer: Georgi N. Boshnakov
Author(s): Spencer Graves

License: GPL (>= 2)

Uses: zoo, GPArotation, chron, distrEx, e1071, lmtest, moments, polynom, psych, sandwich, tseries, urca
Reverse depends: flubase
Reverse suggests: quantspec, tsDyn

Released 6 months ago.


7 previous versions

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