FinTS (0.3-9)

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

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, uroot
Reverse depends: flubase
Reverse suggests: quantspec, tsDyn

Released about 11 years ago.