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.
| Version: | 0.3-6 |
| Depends: | zoo, graphics |
| Suggests: | fCalendar, moments, distrEx, tseries, urca, uroot, lmtest, sandwich, psych, GPArotation, fUtilities, chron, polynom, fUnitRoots, e1071 |
| Date: | 2008-09-18 |
| Author: | Spencer Graves |
| Maintainer: | Spencer Graves <spencer.graves at prodsyse.com> |
| License: | GPL (≥ 2) |
| URL: | http://www.r-project.org |
| In views: | Econometrics, TimeSeries |
| CRAN checks: | FinTS results |
Downloads:
| Package source: | FinTS_0.3-6.tar.gz |
| MacOS X binary: | FinTS_0.3-6.tgz |
| Windows binary: | FinTS_0.3-6.zip |
| Reference manual: | FinTS.pdf |
| Old sources: | FinTS archive |