FinTS: Companion to Tsay (2005) Analysis of Financial Time Series

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.

Version: 0.4-5
Depends: R (≥ 2.10), zoo, graphics
Suggests: moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, fUnitRoots, e1071
Published: 2014-03-28
Author: Spencer Graves
Maintainer: Spencer Graves <spencer.graves at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
In views: Econometrics, Finance, TimeSeries
CRAN checks: FinTS results


Reference manual: FinTS.pdf
Package source: FinTS_0.4-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: FinTS_0.4-5.tgz, r-oldrel: FinTS_0.4-5.tgz
Old sources: FinTS archive

Reverse dependencies:

Reverse imports: BETS
Reverse suggests: tsDyn


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