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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.
| Version: | 0.4-9 |
| Depends: | R (≥ 2.10), zoo, graphics |
| Suggests: | moments, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, e1071 |
| Published: | 2024-01-26 |
| DOI: | 10.32614/CRAN.package.FinTS |
| Author: | Spencer Graves [aut], Georgi N. Boshnakov [cre, ctb] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://r-forge.r-project.org/tracker/?group_id=84&atid=380 |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://geobosh.github.io/FinTSDoc/ (doc), https://r-forge.r-project.org/projects/fints/ (devel) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | FinTS results |
| Reference manual: | FinTS.pdf |
| Package source: | FinTS_0.4-9.tar.gz |
| Windows binaries: | r-devel: FinTS_0.4-9.zip, r-release: FinTS_0.4-9.zip, r-oldrel: FinTS_0.4-9.zip |
| macOS binaries: | r-release (arm64): FinTS_0.4-9.tgz, r-oldrel (arm64): FinTS_0.4-9.tgz, r-release (x86_64): FinTS_0.4-9.tgz, r-oldrel (x86_64): FinTS_0.4-9.tgz |
| Old sources: | FinTS archive |
| Reverse imports: | AriGaMyANNSVR, CEEMDANML, WaveletGARCH, WaveletML |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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