FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

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: 0.4-6
Depends: R (≥ 2.10), zoo, graphics
Suggests: moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, e1071
Published: 2019-04-06
Author: Spencer Graves
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://r-forge.r-project.org/projects/fints/
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: FinTS results

Downloads:

Reference manual: FinTS.pdf
Package source: FinTS_0.4-6.tar.gz
Windows binaries: r-devel: FinTS_0.4-6.zip, r-release: FinTS_0.4-6.zip, r-oldrel: FinTS_0.4-6.zip
OS X binaries: r-release: FinTS_0.4-6.tgz, r-oldrel: FinTS_0.4-6.tgz
Old sources: FinTS archive

Reverse dependencies:

Reverse imports: WaveletGARCH

Linking:

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