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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.

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VersionRepositoryFileSize
0.4-9 2026-04-09 windows/windows R-4.5 FinTS_0.4-9.zip 4.2 MiB

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