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: |
0.4-5 |
| Depends: |
R (≥ 2.10), zoo, graphics |
| Suggests: |
moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, fUnitRoots, e1071 |
| Published: |
2014-03-28 |
| Author: |
Spencer Graves |
| Maintainer: |
Spencer Graves <spencer.graves at prodsyse.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009 |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
Econometrics, Finance, TimeSeries |
| CRAN checks: |
FinTS results |