ch04data {FinTS} | R Documentation |
Financial time series used in examples in chapter 4.
data(m.unrate) #d.ibmvwewsp6203 #m.3m4697 #q.gnp4791 data(w.3mtbs7097) data(m.ibmln2699) data(q.unemrate)
Three data stes used in chapter 4 are also used earlier: 'd.ibmvwewsp6203' is used in chapter 1, and 'm.3m4697' and 'q.gnp4791' are used in chapter 2; these three data objects are docuemented in 'ch01data' or 'ch02data'.
The other data sets used in chapter 4 are as follows:
http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 4)