FinTS0.4-9 package

Financial time series for Tsay (2005, ch. 1)

Autocorrelation Function

Asymptotic PCA

ARCH LM Test

Arima with Ljung-Box

Conditionally convert x to yearmon if the conversion is unique, retain...

Box-Ljung autocorrelation test

Financial time series for Tsay (2005, ch. 2)

Financial time series for Tsay (2005, ch. 3)

Financial time series for Tsay (2005, ch. 4)

Financial time series for Tsay (2005, ch. 5)

Financial time series for Tsay (2005, ch. 6)

Financial time series for Tsay (2005, ch. 7)

Financial time series for Tsay (2005, ch. 8)

Financial time series for Tsay (2005, ch. 9)

Financial time series for Tsay (2005, ch. 10)

Financial time series for Tsay (2005, ch. 11)

Financial time series for Tsay (2005, ch. 12)

Compute compound interest

Find complex conjugate pairs

pd <- packageDescription("FinTS") lb <- library(help="FinTS", charac...

Financial Time Series summary statistics

Directory of a package

Plot loadings

Plot the theoretical ACF corresponding to an ARMA model

Reading Monthly zoo Series

Run a package script

Create local copies of files read from urls