ch05data {FinTS}R Documentation

financial time series for Tsay (2005, chapter 5[text])

Description

Financial time series used in examples in chapter 5.

Usage

data(ibm)
data(ibm9912.tp)
data(ibmdurad)
data(ibm1to5.dur)
data(ibm91.ads)
data(ibm91.adsx)
data(day15.ori)
data(day15)

Format

Source

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

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 5)

See Also

ch01data ch02data


[Package FinTS version 0.3-9 Index]