ch10data {FinTS}R Documentation

financial time series for Tsay (2005, chapter 10[text])

Description

Financial time series used in examples in chapter 10.

Usage

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)

Format

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:

Source

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

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 10)

See Also

ch01data ch02data ch03data ch04data ch05data ch06data ch07data ch08data ch09data


[Package FinTS version 0.3-9 Index]