https://github.com/cran/FinTS
Tip revision: 7fb0f52984cd0fe1d03a7df8fdc559354b1dca0e authored by Spencer Graves on 02 January 2008, 00:00:00 UTC
version 0.2-5
version 0.2-5
Tip revision: 7fb0f52
DESCRIPTION
Package: FinTS
Type: Package
Title: Companion to Tsay (2005) Analysis of Financial
Time Series
Version: 0.2-5
Date: 2008-01-02
Author: Spencer Graves
Maintainer: Spencer Graves <spencer.graves@prodsyse.com>
Description: R companion to Tsay (2005)
Analysis of Financial Time Series, 2nd ed. (Wiley).
Includes data sets, functions and script files
required to work some of the examples. Version 0.2-x
includes R objects for all data files used in the text
and script files to recreate most of the analyses in
chapters 1 and 2 plus parts of chapters 3 and 11.
License: GPL (>= 2)
URL: http://www.r-project.org
Depends: zoo, fUtilities, chron, polynom, fUnitRoots
Suggests: fCalendar, moments, distrEx, tseries, urca, uroot, lmtest, sandwich
Packaged: Mon Jan 7 19:24:55 2008; spencerg