FinTS-package | Companion to Tsay (2005) Analysis of Financial Time Series |
aa.3rv | Financial time series for Tsay (2005, ch. 11) |
Acf | Autocorrelation Function |
apca | Asymptotic PCA |
ArchTest | ARCH LM Test |
ARIMA | Arima with Ljung-Box |
as.yearmon2 | Conditionally convert x to yearmon if the conversion is unique, retaining x as names. |
AutocorTest | Box-Ljung autocorrelation test |
ch01data | Financial time series for Tsay (2005, ch. 1) |
ch02data | Financial time series for Tsay (2005, ch. 2) |
ch03data | Financial time series for Tsay (2005, ch. 3) |
ch04data | Financial time series for Tsay (2005, ch. 4) |
ch05data | Financial time series for Tsay (2005, ch. 5) |
ch06data | Financial time series for Tsay (2005, ch. 6) |
ch07data | Financial time series for Tsay (2005, ch. 7) |
ch08data | Financial time series for Tsay (2005, ch. 8) |
ch09data | Financial time series for Tsay (2005, ch. 9) |
ch10data | Financial time series for Tsay (2005, ch. 10) |
ch11data | Financial time series for Tsay (2005, ch. 11) |
ch12data | Financial time series for Tsay (2005, ch. 12) |
compoundInterest | Compute compound interest |
d.3m6203 | Financial time series for Tsay (2005, ch. 1) |
d.c8603 | Financial time series for Tsay (2005, ch. 1) |
d.cscoy99 | Financial time series for Tsay (2005, ch. 6) |
d.fxjp00 | Financial time series for Tsay (2005, ch. 1) |
d.hkja | Financial time series for Tsay (2005, ch. 10) |
d.ibm6298wmx | Financial time series for Tsay (2005, ch. 7) |
d.ibmvwewsp6203 | Financial time series for Tsay (2005, ch. 1) |
d.ibmy98 | Financial time series for Tsay (2005, ch. 6) |
d.intc7297 | Financial time series for Tsay (2005, ch. 7) |
d.intc7303 | Financial time series for Tsay (2005, ch. 1) |
d.msft8603 | Financial time series for Tsay (2005, ch. 1) |
d.sp8099 | Financial time series for Tsay (2005, ch. 3) |
d.sp9003lev | Financial time series for Tsay (2005, ch. 2) |
d.spcscointc | Financial time series for Tsay (2005, ch. 10) |
day15 | Financial time series for Tsay (2005, ch. 5) |
day15.ori | Financial time series for Tsay (2005, ch. 5) |
exch.perc | Financial time series for Tsay (2005, ch. 3) |
findConjugates | Find complex conjugate pairs |
FinTS | Companion to Tsay (2005) Analysis of Financial Time Series |
FinTS.stats | Financial Time Series summary statistics |
FinTS.url | List of the names of files downloaded from the "Analysis of Financial Data" web site. |
ibm | Financial time series for Tsay (2005, ch. 5) |
ibm1to5.dur | Financial time series for Tsay (2005, ch. 5) |
ibm91.ads | Financial time series for Tsay (2005, ch. 5) |
ibm91.adsx | Financial time series for Tsay (2005, ch. 5) |
ibm9912.tp | Financial time series for Tsay (2005, ch. 5) |
ibmdurad | Financial time series for Tsay (2005, ch. 5) |
m.3m4603 | Financial time series for Tsay (2005, ch. 1) |
m.3m4697 | Financial time series for Tsay (2005, ch. 2) |
m.5cln | Financial time series for Tsay (2005, ch. 9) |
m.apca0103 | Financial time series for Tsay (2005, ch. 9) |
m.barra.9003 | Financial time series for Tsay (2005, ch. 9) |
m.bnd | Financial time series for Tsay (2005, ch. 8) |
m.c8603 | Financial time series for Tsay (2005, ch. 1) |
m.cpice16.dp7503 | Financial time series for Tsay (2005, ch. 9) |
m.decile1510 | Financial time series for Tsay (2005, ch. 2) |
m.fac9003 | Financial time series for Tsay (2005, ch. 9) |
m.fama.bond5203 | Financial time series for Tsay (2005, ch. 1) |
m.geln | Financial time series for Tsay (2005, ch. 12) |
m.gs1 | Financial time series for Tsay (2005, ch. 1) |
m.gs10 | Financial time series for Tsay (2005, ch. 1) |
m.gs1n3.5301 | Financial time series for Tsay (2005, ch. 8) |
m.gs3 | Financial time series for Tsay (2005, ch. 1) |
m.gs5 | Financial time series for Tsay (2005, ch. 1) |
m.ibm2697 | Financial time series for Tsay (2005, ch. 2) |
m.ibm3dx2603 | Financial time series for Tsay (2005, ch. 2) |
m.ibmln2699 | Financial time series for Tsay (2005, ch. 4) |
m.ibmsp2699ln | Financial time series for Tsay (2005, ch. 8) |
m.ibmspln | Financial time series for Tsay (2005, ch. 3) |
m.ibmspln6299 | Financial time series for Tsay (2005, ch. 12) |
m.ibmsplnsu | Financial time series for Tsay (2005, ch. 3) |
m.ibmvwewsp2603 | Financial time series for Tsay (2005, ch. 1) |
m.intc7303 | Financial time series for Tsay (2005, ch. 1) |
m.mrk6503 | Financial time series for Tsay (2005, ch. 10) |
m.msft8603 | Financial time series for Tsay (2005, ch. 1) |
m.pfe6503 | Financial time series for Tsay (2005, ch. 10) |
m.sp5.6204 | Financial time series for Tsay (2005, ch. 12) |
m.sp6299 | Financial time series for Tsay (2005, ch. 12) |
m.unrate | Financial time series for Tsay (2005, ch. 4) |
m.vw2697 | Financial time series for Tsay (2005, ch. 2) |
package.dir | Directory of a package |
plot.Acf | Autocorrelation Function |
plot.loadings | Plot loadings |
plotArmaTrueacf | Plot the theoretical ACF corresponding to an ARMA model |
q.gdp4703 | Financial time series for Tsay (2005, ch. 2) |
q.gnp4791 | Financial time series for Tsay (2005, ch. 2) |
q.jnj | Financial time series for Tsay (2005, ch. 2) |
q.unemrate | Financial time series for Tsay (2005, ch. 4) |
read.yearmon | Reading Monthly zoo Series |
runscript | Run a package script |
simple2logReturns | Compute compound interest |
sp500 | Financial time series for Tsay (2005, ch. 3) |
sp5may | Financial time series for Tsay (2005, ch. 8) |
Table1.2 | Financial time series for Tsay (2005, ch. 1) |
TsayFiles | List of the names of files downloaded from the "Analysis of Financial Data" web site. |
url2data | Create local copies of files read from urls |
w.3mtbs7097 | Financial time series for Tsay (2005, ch. 4) |
w.gs1n36299 | Financial time series for Tsay (2005, ch. 2) |
w.gs3c | Financial time series for Tsay (2005, ch. 12) |
w.gs3n1c | Financial time series for Tsay (2005, ch. 12) |
w.tb3ms | Financial time series for Tsay (2005, ch. 1) |
w.tb3n6ms | Financial time series for Tsay (2005, ch. 8) |
w.tb6ms | Financial time series for Tsay (2005, ch. 1) |