https://github.com/cran/FinTS
Tip revision: e72edf553fadf13b2db2d893b96f9b0f0d94efd4 authored by Georgi N. Boshnakov on 26 January 2024, 19:20:02 UTC
version 0.4-9
version 0.4-9
Tip revision: e72edf5
DESCRIPTION
Package: FinTS
Type: Package
Title: Companion to Tsay (2005) Analysis of Financial Time Series
Version: 0.4-9
Authors@R: c( person(given = "Spencer", family = "Graves",
role = c("aut"),
email = "spencer.graves@effectivedefense.org"),
person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("cre", "ctb"),
email = "georgi.boshnakov@manchester.ac.uk") )
Description: 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.
License: GPL (>= 2)
BugReports: https://r-forge.r-project.org/tracker/?group_id=84&atid=380
URL: https://geobosh.github.io/FinTSDoc/ (doc),
https://r-forge.r-project.org/projects/fints/ (devel)
Depends: R (>= 2.10), zoo, graphics
Suggests: moments, tseries, urca, lmtest, sandwich, psych, GPArotation,
chron, polynom, e1071
LazyData: yes
NeedsCompilation: no
Packaged: 2024-01-26 16:05:52 UTC; georgi
Author: Spencer Graves [aut],
Georgi N. Boshnakov [cre, ctb]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
Repository: CRAN
Date/Publication: 2024-01-26 19:20:02 UTC