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JFE  

Tools for Analyzing Time Series Data of Just Finance and Econometrics
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("JFE", "2.5.11")



Attach the package and use:
library("JFE")
Maintained by
Ho Tsung-wu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-12-06
Latest Update: 2025-06-29
Description:
Offers procedures to support financial and economic time series modelling and enhanced procedures for computing the investment performance indices of Bacon (2004) .
How to cite:
Ho Tsung-wu (2017). JFE: Tools for Analyzing Time Series Data of Just Finance and Econometrics. R package version 2.5.11, https://cran.r-project.org/web/packages/JFE. Accessed 05 Oct. 2026.
Previous versions and publish date:
1.0 (2017-12-06 10:34), 1.2 (2018-03-03 05:07), 1.3 (2018-11-14 09:30), 2.0 (2019-01-26 12:50), 2.1.1 (2019-04-09 14:52), 2.1.3 (2019-08-05 16:20), 2.5.1 (2020-10-01 11:50), 2.5.2 (2021-12-05 07:00), 2.5.3 (2022-05-06 15:40), 2.5.4 (2023-05-18 12:30), 2.5.5 (2023-08-28 05:50), 2.5.6 (2024-01-15 09:10), 2.5.7 (2024-06-11 10:50), 2.5.8 (2025-01-25 05:20), 2.5.9 (2025-04-01 04:30), 2.5.10 (2025-05-27 06:20), (2026-07-09 08:07)
Other packages that cited JFE R package
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Complete documentation for JFE
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