TsayFiles {FinTS} | R Documentation |
A list organized by chapter and text vs. exercises of the files downloaded from the web site associated with Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Springer) and stored in "~library/FinTS/scripts/TsayFiles". These facilitate the process of creating and updating the 'FinTS' package (and documenting the creation process).
TsayFiles FinTS.url
Each chapter component is a list with 'text' and 'exercises' components, where 'text' and 'exercises' are each a character array giving names for 'data', 'file', 'url', and 'found' for the data referenced in the text or exercises of that chapter:
"http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2/d-ibmvwewsp6203.txt"
NOTES:
(1) 13 files are referenced twice, and 2 are referenced three times on the web page. This redundancy is retained in 'TsayFiles'.
(2) A few files (most noticably some with with '.dat' extension) are referenced in the HTML code without an apparent visible link. These 'invisible files' are retained in 'TsayFiles'.
FinTS.url <- "http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2"
Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Springer)
data(TsayFiles) TsayFiles$ch01$exercises