CRAN/E | FinTS

FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

Installation

About

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.

geobosh.github.io/FinTSDoc/ (doc)
r-forge.r-project.org/projects/fints/ (devel)
Bug report File report

Key Metrics

Version 0.4-9
R ≥ 2.10
Published 2024-01-26 88 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks FinTS results

Downloads

Yesterday 303 +124%
Last 7 days 1.580 +4%
Last 30 days 5.050 +0%
Last 90 days 13.215 -12%
Last 365 days 54.001 +22%

Maintainer

Maintainer

Georgi N. Boshnakov

georgi.boshnakov@manchester.ac.uk

Authors

Spencer Graves

aut

Georgi N. Boshnakov

cre / ctb

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

FinTS archive

Depends

R ≥ 2.10
zoo
graphics

Suggests

moments
tseries
urca
lmtest
sandwich
psych
GPArotation
chron
polynom
e1071

Reverse Imports

AriGaMyANNSVR
CEEMDANML
WaveletGARCH
WaveletML