FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

R companion to Tsay (2005) Analysis of Financial Time Series, second edition (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.

Version:	0.4-6
Depends:	R (≥ 2.10), zoo, graphics
Suggests:	moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, e1071
Published:	2019-04-06
Author:	Spencer Graves
Maintainer:	Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://r-forge.r-project.org/projects/fints/
NeedsCompilation:	no
Materials:	README NEWS
In views:	TimeSeries
CRAN checks:	FinTS results

Documentation:

Reference manual:

FinTS.pdf

Downloads:

Package source:	FinTS_0.4-6.tar.gz
Windows binaries:	r-devel: FinTS_0.4-6.zip, r-release: FinTS_0.4-6.zip, r-oldrel: FinTS_0.4-6.zip
macOS binaries:	r-release (arm64): FinTS_0.4-6.tgz, r-oldrel (arm64): FinTS_0.4-6.tgz, r-release (x86_64): FinTS_0.4-6.tgz, r-oldrel (x86_64): FinTS_0.4-6.tgz
Old sources:	FinTS archive

Reverse dependencies:

Reverse imports:

WaveletGARCH

Linking:

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