Companion to Tsay (2005) Analysis of Financial Time Series
Overview
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.
- removed package 'distrEx' from 'Suggests'.
- fixed 'inst/scripts/ch01.R' to not throw error if a package needed for an example is not installed.
From NEWS in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 29includes a package overview page
- Examples that run
- 85%17 run in a plain check · 2 never run · 1 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 90%
- Return-value docs
- 86%
- Help pages citing references
- 76%
Downloads
Repository
Repository r-forge.r-project.org/projects/fints is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Installing FinTS adds 1 package (1 with compiled code, 675 KB of source tarballs). Heaviest: zoo 675 KB.
Code & Tests
Datasets
People & History
Previously maintained by Spencer Graves (0.1-17 to 0.4-5).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.4-9Latest
- 0.4-82023-12-15 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- unarchivedReturned to CRAN2019-04-07
- 0.4-6
- RR 3.5.0 released · 2018-04-23
- archivedRemoved from CRAN2017-07-31requested by the maintainer <spencer.graves@prodsyse.com>>
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
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- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 0.4-52014-03-28 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 0.4-42012-07-23 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- 0.4-32009-10-07 · diff ↗
- 0.4-22009-09-07 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 0.3-92009-01-14 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 0.3-62008-09-28 · diff ↗ ·
added 16 exports
Acf, apca, ArchTest, ARIMA, as.yearmon2, AutocorTest, compoundInterest, findConjugates, FinTS.stats, package.dir, plotArmaTrueacf, read.yearmon, runscript, simple2logReturns, Unitroot, url2data - 0.3-32008-05-25 · diff ↗
- RR 2.7.0 released · 2008-04-22
- 0.3-12008-03-21 · diff ↗
- 0.2-72008-02-11 · diff ↗
- 0.2-62008-02-08 · diff ↗
- 0.2-52008-01-08 · diff ↗
- 0.2-42008-01-03 · diff ↗
- 0.1-172007-12-18
- RR 2.6.0 released · 2007-10-03
Package metadata
- First published
- 2007-12-18
- Total releases
- 16 / 19 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 1.5 MB / 71 files
- Download size
- 3.4 MB
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