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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.

Version: 0.4-9
Depends: R (≥ 2.10), zoo, graphics
Suggests: moments, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, e1071
Published: 2024-01-26
DOI: 10.32614/CRAN.package.FinTS
Author: Spencer Graves [aut], Georgi N. Boshnakov [cre, ctb]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
BugReports: https://r-forge.r-project.org/tracker/?group_id=84&atid=380
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://geobosh.github.io/FinTSDoc/ (doc), https://r-forge.r-project.org/projects/fints/ (devel)
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: FinTS results

Documentation:

Reference manual: FinTS.pdf

Downloads:

Package source: FinTS_0.4-9.tar.gz
Windows binaries: r-devel: FinTS_0.4-9.zip, r-release: FinTS_0.4-9.zip, r-oldrel: FinTS_0.4-9.zip
macOS binaries: r-release (arm64): FinTS_0.4-9.tgz, r-oldrel (arm64): FinTS_0.4-9.tgz, r-release (x86_64): FinTS_0.4-9.tgz, r-oldrel (x86_64): FinTS_0.4-9.tgz
Old sources: FinTS archive

Reverse dependencies:

Reverse imports: AriGaMyANNSVR, CEEMDANML, WaveletGARCH, WaveletML

Linking:

Please use the canonical form https://CRAN.R-project.org/package=FinTS to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.