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

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 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2009
NeedsCompilation: no
Materials: README NEWS
In views: Econometrics, Finance, TimeSeries
CRAN checks: FinTS results

Downloads:

Reference manual: FinTS.pdf
Package source: FinTS_0.4-4.tar.gz
MacOS X binary: FinTS_0.4-4.tgz
Windows binary: FinTS_0.4-4.zip
Old sources: FinTS archive

Reverse dependencies:

Reverse suggests: quantspec