FinTS.stats {FinTS} | R Documentation |
Summary statistics as in Table 1.2, Tsay (2005), including the start date, number of observations, mean, standard deviation, skewness, excess kurtosis, min and max.
FinTS.stats(x)
x |
A univariate object of class 'zoo' |
Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, p. 11)
index
sum
is.na
mean
sd
skewness
kurtosis
min
max
FinTS.stats(rep(1, 5)) # The following generates an error, # because FinTS.stats expects a vector # of class 'zoo', and d.c8603 is a matrix #FinTS.stats(100*d.c8603)