Companion to Tsay (2005) Analysis of Financial Time Series

Documentation for package ‘FinTS’ version 0.3-6

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A C D E F I M P Q R S T U W

-- --

FinTS-package

Companion to Tsay (2005) Analysis of Financial Time Series

-- A --

aa.3rv	financial time series for Tsay (2005, chapter 11[text])
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 unqique, retaining x as names.
AutocorTest	Box-Ljung autocorrelation test

-- C --

ch01data	financial time series for Tsay (2005, chapter 1[text])
ch02data	financial time series for Tsay (2005, chapter 2[text])
ch03data	financial time series for Tsay (2005, chapter 3[text])
ch04data	financial time series for Tsay (2005, chapter 4[text])
ch05data	financial time series for Tsay (2005, chapter 5[text])
ch06data	financial time series for Tsay (2005, chapter 6[text])
ch07data	financial time series for Tsay (2005, chapter 7[text])
ch08data	financial time series for Tsay (2005, chapter 8[text])
ch09data	financial time series for Tsay (2005, chapter 9[text])
ch10data	financial time series for Tsay (2005, chapter 10[text])
ch11data	financial time series for Tsay (2005, chapter 11[text])
ch12data	financial time series for Tsay (2005, chapter 12[text])
compoundInterest	compute compound interest

-- D --

d.3m6203	financial time series for Tsay (2005, chapter 1[text])
d.c8603	financial time series for Tsay (2005, chapter 1[text])
d.cscoy99	financial time series for Tsay (2005, chapter 6[text])
d.fxjp00	financial time series for Tsay (2005, chapter 1[text])
d.hkja	financial time series for Tsay (2005, chapter 10[text])
d.ibm6298wmx	financial time series for Tsay (2005, chapter 7[text])
d.ibmvwewsp6203	financial time series for Tsay (2005, chapter 1[text])
d.ibmy98	financial time series for Tsay (2005, chapter 6[text])
d.intc7297	financial time series for Tsay (2005, chapter 7[text])
d.intc7303	financial time series for Tsay (2005, chapter 1[text])
d.msft8603	financial time series for Tsay (2005, chapter 1[text])
d.sp8099	financial time series for Tsay (2005, chapter 3[text])
d.sp9003lev	financial time series for Tsay (2005, chapter 2[text])
d.spcscointc	financial time series for Tsay (2005, chapter 10[text])
day15	financial time series for Tsay (2005, chapter 5[text])

-- E --

exch.perc

financial time series for Tsay (2005, chapter 3[text])

-- F --

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.

-- I --

ibm	financial time series for Tsay (2005, chapter 5[text])
ibm1to5.dur	financial time series for Tsay (2005, chapter 5[text])
ibm91.ads	financial time series for Tsay (2005, chapter 5[text])
ibm91.adsx	financial time series for Tsay (2005, chapter 5[text])
ibm9912.tp	financial time series for Tsay (2005, chapter 5[text])
ibmdurad	financial time series for Tsay (2005, chapter 5[text])

-- M --

m.3m4603	financial time series for Tsay (2005, chapter 1[text])
m.3m4697	financial time series for Tsay (2005, chapter 2[text])
m.5cln	financial time series for Tsay (2005, chapter 9[text])
m.apca0103	financial time series for Tsay (2005, chapter 9[text])
m.barra.9003	financial time series for Tsay (2005, chapter 9[text])
m.bnd	financial time series for Tsay (2005, chapter 8[text])
m.c8603	financial time series for Tsay (2005, chapter 1[text])
m.cpice16.dp7503	financial time series for Tsay (2005, chapter 9[text])
m.decile1510	financial time series for Tsay (2005, chapter 2[text])
m.fac9003	financial time series for Tsay (2005, chapter 9[text])
m.fama.bond5203	financial time series for Tsay (2005, chapter 1[text])
m.geln	financial time series for Tsay (2005, chapter 12[text])
m.gs1	financial time series for Tsay (2005, chapter 1[text])
m.gs10	financial time series for Tsay (2005, chapter 1[text])
m.gs1n3.5301	financial time series for Tsay (2005, chapter 8[text])
m.gs3	financial time series for Tsay (2005, chapter 1[text])
m.gs5	financial time series for Tsay (2005, chapter 1[text])
m.ibm2697	financial time series for Tsay (2005, chapter 2[text])
m.ibm3dx2603	financial time series for Tsay (2005, chapter 2[text])
m.ibmln2699	financial time series for Tsay (2005, chapter 4[text])
m.ibmsp2699ln	financial time series for Tsay (2005, chapter 8[text])
m.ibmspln	financial time series for Tsay (2005, chapter 3[text])
m.ibmspln6299	financial time series for Tsay (2005, chapter 12[text])
m.ibmsplnsu	financial time series for Tsay (2005, chapter 3[text])
m.ibmvwewsp2603	financial time series for Tsay (2005, chapter 1[text])
m.intc7303	financial time series for Tsay (2005, chapter 1[text])
m.mrk6503	financial time series for Tsay (2005, chapter 10[text])
m.msft8603	financial time series for Tsay (2005, chapter 1[text])
m.pfe6503	financial time series for Tsay (2005, chapter 10[text])
m.sp5.6204	financial time series for Tsay (2005, chapter 12[text])
m.sp6299	financial time series for Tsay (2005, chapter 12[text])
m.unrate	financial time series for Tsay (2005, chapter 4[text])
m.vw2697	financial time series for Tsay (2005, chapter 2[text])

-- P --

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 --

q.gdp4703	financial time series for Tsay (2005, chapter 2[text])
q.gnp4791	financial time series for Tsay (2005, chapter 2[text])
q.jnj	financial time series for Tsay (2005, chapter 2[text])
q.unemrate	financial time series for Tsay (2005, chapter 4[text])

-- R --

read.yearmon	Reading Monthly zoo Series
runscript	Run a package script

-- S --

simple2logReturns	compute compound interest
sp500	financial time series for Tsay (2005, chapter 3[text])
sp5may	financial time series for Tsay (2005, chapter 8[text])
summary.fHTEST	unit root tests

-- T --

Table1.2	financial time series for Tsay (2005, chapter 1[text])
TsayFiles	List of the names of files downloaded from the "Analysis of Financial Data" web site.

-- U --

Unitroot	unit root tests
url2data	Create local copies of files read from urls.

-- W --

w.3mtbs7097	financial time series for Tsay (2005, chapter 4[text])
w.gs1n36299	financial time series for Tsay (2005, chapter 2[text])
w.gs3c	financial time series for Tsay (2005, chapter 12[text])
w.gs3n1c	financial time series for Tsay (2005, chapter 12[text])
w.tb3ms	financial time series for Tsay (2005, chapter 1[text])
w.tb3n6ms	financial time series for Tsay (2005, chapter 8[text])
w.tb6ms	financial time series for Tsay (2005, chapter 1[text])