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FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

v0.4-9 · Jan 26, 2024 · GPL (>= 2)
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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.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (4)

imports

AriGaMyANNSVR CEEMDANML WaveletGARCH WaveletML

Dependency Network

Dependencies Reverse dependencies zoo AriGaMyANNSVR CEEMDANML WaveletGARCH WaveletML FinTS

Version History

new 0.4-9 Mar 10, 2026
updated 0.4-9 ← 0.4-8 diff Jan 25, 2024
updated 0.4-8 ← 0.4-6 diff Dec 14, 2023
updated 0.4-6 ← 0.4-5 diff Apr 6, 2019
updated 0.4-5 ← 0.4-4 diff Mar 27, 2014
updated 0.4-4 ← 0.4-3 diff Jul 22, 2012
updated 0.4-3 ← 0.4-2 diff Oct 6, 2009
updated 0.4-2 ← 0.3-9 diff Sep 6, 2009
updated 0.3-9 ← 0.3-6 diff Jan 13, 2009
updated 0.3-6 ← 0.3-3 diff Sep 27, 2008
updated 0.3-3 ← 0.3-1 diff May 24, 2008
updated 0.3-1 ← 0.2-7 diff Mar 20, 2008
updated 0.2-7 ← 0.2-6 diff Feb 10, 2008
updated 0.2-6 ← 0.2-5 diff Feb 7, 2008
updated 0.2-5 ← 0.2-4 diff Jan 7, 2008
updated 0.2-4 ← 0.1-17 diff Jan 2, 2008
new 0.1-17 Dec 17, 2007