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FinTS  

Companion to Tsay (2005) Analysis of Financial Time Series
View on CRAN: Click here


Download and install FinTS package within the R console
Install from CRAN:
install.packages("FinTS")

Install from Github:
library("remotes")
install_github("cran/FinTS")

Install by package version:
library("remotes")
install_version("FinTS", "0.4-9")



Attach the package and use:
library("FinTS")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
First Published: 2007-12-18
Latest Update: 2024-01-26
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.
How to cite:
Georgi N. Boshnakov (2007). FinTS: Companion to Tsay (2005) Analysis of Financial Time Series. R package version 0.4-9, https://cran.r-project.org/web/packages/FinTS. Accessed 06 May. 2025.
Previous versions and publish date:
0.1-17 (2007-12-18 20:29), 0.2-4 (2008-01-03 11:40), 0.2-5 (2008-01-08 10:09), 0.2-6 (2008-02-08 23:07), 0.2-7 (2008-02-11 21:26), 0.3-1 (2008-03-21 20:23), 0.3-3 (2008-05-25 21:18), 0.3-6 (2008-09-28 21:26), 0.3-9 (2009-01-14 19:11), 0.4-2 (2009-09-07 19:57), 0.4-3 (2009-10-07 09:47), 0.4-4 (2012-07-23 09:17), 0.4-5 (2014-03-28 07:18), 0.4-6 (2019-04-07 00:33), 0.4-8 (2023-12-15 17:50)
Other packages that cited FinTS R package
View FinTS citation profile
Other R packages that FinTS depends, imports, suggests or enhances
Complete documentation for FinTS
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