ch10data {FinTS} | R Documentation |
Financial time series used in examples in chapter 10.
data(d.hkja) data(m.pfe6503) data(m.mrk6503) #data(m.ibmsp2699) # <- 2 of the 4 columns in m.ibmsp2699ln # documented with ch08data data(d.spcscointc)
One data set used in chapter 10 is also used earlier: 'm.ibmsp2699' is the first 2 of the 4 columns of 'm.ibmsp2699ln' used in chapter 8.
The other data sets used in chapter 10 are as follows:
NOTE: This date range seems to include 2280 trading days in the New York Stock Exchange. Since the file on the book's web site did not include dates and since there appear to be more trading days than observations, dates are not currently provided with these observations. This may change with a future revision of this package.
http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 10)
ch01data
ch02data
ch03data
ch04data
ch05data
ch06data
ch07data
ch08data
ch09data