FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

Last update: 26 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.4-6, 0.1-17, 0.2-4, 0.2-5, 0.2-6, 0.2-7, 0.3-1, 0.3-3, 0.3-6, 0.3-9, 0.4-2, 0.4-3, 0.4-4, 0.4-5, 0.4-6, 0.4-8, 0.4-9

Source code repository: https://github.com/cran/FinTS

Description

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.

Described by source

Analysis of Financial Time Series