https://github.com/cran/FinTS
Tip revision: dfbba74cb623fc6f97f5482e53f560f8971f786e authored by Spencer Graves on 12 January 2009, 00:00:00 UTC
version 0.3-9
version 0.3-9
Tip revision: dfbba74
DESCRIPTION
Package: FinTS
Type: Package
Title: Companion to Tsay (2005) Analysis of Financial
Time Series
Version: 0.3-9
Date: 2009-01-12
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 0.3-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.
License: GPL (>= 2)
URL: http://www.r-project.org
Depends: zoo, graphics
Suggests: fCalendar, moments, distrEx, tseries, urca, uroot, lmtest, sandwich, psych, GPArotation, fUtilities, chron, polynom, fUnitRoots, e1071
Packaged: Tue Jan 13 14:40:20 2009; spencerg