ch12data {FinTS}R Documentation

financial time series for Tsay (2005, chapter 12[text])

Description

Financial time series used in examples in chapter 12.

Usage

data(w.gs3n1c)
data(w.gs3c)
data(m.sp6299)
data(m.ibmspln6299)
data(m.sp5.6204)
data(m.geln)

Format

Source

http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 12)

See Also

ch01data ch02data ch03data ch04data ch05data ch06data ch07data ch08data ch09data ch10data ch11data


[Package FinTS version 0.3-9 Index]