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: |
0.4-4 |
| Depends: |
R (≥ 2.10), zoo, graphics |
| Suggests: |
fCalendar, moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, fUtilities, chron, polynom, fUnitRoots, e1071, polynomial |
| Published: |
2012-07-23 |
| Author: |
Spencer Graves |
| Maintainer: |
Spencer Graves <spencer.graves at prodsyse.com> |
| License: |
GPL (≥ 2) |
| URL: |
http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009 |
| NeedsCompilation: |
no |
| In views: |
Econometrics, Finance, TimeSeries |
| CRAN checks: |
FinTS results |