FinTS (0.1-17)

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

http://www.r-project.org
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 0.1-x includes R objects for all data files used in the text and a script file to recreate most of the analyses in ch. 1 plus part of ch. 2.

Maintainer: Spencer Graves
Author(s): Spencer Graves

License: GPL version 2 or newer

Uses: chron, fUnitRoots, fUtilities, polynom, zoo, distrEx, fCalendar, lmtest, moments, sandwich, tseries, urca, uroot
Reverse depends: flubase
Reverse suggests: quantspec, tsDyn

Released over 11 years ago.