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

# Companion to Tsay (2005) Analysis of Financial Time Series

## Documentation for package ‘FinTS’ version 0.4-9

- DESCRIPTION file.
- Package NEWS.

## Help Pages

A C D E F I M P Q R S T U W

FinTS-package | Companion to Tsay (2005) Analysis of Financial Time Series

## -- A --

aa.3rv | Financial time series for Tsay (2005, ch. 11)
Acf | Autocorrelation Function
apca | Asymptotic PCA
ArchTest | ARCH LM Test
ARIMA | Arima with Ljung-Box
as.yearmon2 | Conditionally convert x to yearmon if the conversion is unique, retaining x as names.
AutocorTest | Box-Ljung autocorrelation test

## -- C --

ch01data | Financial time series for Tsay (2005, ch. 1)
ch02data | Financial time series for Tsay (2005, ch. 2)
ch03data | Financial time series for Tsay (2005, ch. 3)
ch04data | Financial time series for Tsay (2005, ch. 4)
ch05data | Financial time series for Tsay (2005, ch. 5)
ch06data | Financial time series for Tsay (2005, ch. 6)
ch07data | Financial time series for Tsay (2005, ch. 7)
ch08data | Financial time series for Tsay (2005, ch. 8)
ch09data | Financial time series for Tsay (2005, ch. 9)
ch10data | Financial time series for Tsay (2005, ch. 10)
ch11data | Financial time series for Tsay (2005, ch. 11)
ch12data | Financial time series for Tsay (2005, ch. 12)
compoundInterest | Compute compound interest

## -- D --

d.3m6203 | Financial time series for Tsay (2005, ch. 1)
d.c8603 | Financial time series for Tsay (2005, ch. 1)
d.cscoy99 | Financial time series for Tsay (2005, ch. 6)
d.fxjp00 | Financial time series for Tsay (2005, ch. 1)
d.hkja | Financial time series for Tsay (2005, ch. 10)
d.ibm6298wmx | Financial time series for Tsay (2005, ch. 7)
d.ibmvwewsp6203 | Financial time series for Tsay (2005, ch. 1)
d.ibmy98 | Financial time series for Tsay (2005, ch. 6)
d.intc7297 | Financial time series for Tsay (2005, ch. 7)
d.intc7303 | Financial time series for Tsay (2005, ch. 1)
d.msft8603 | Financial time series for Tsay (2005, ch. 1)
d.sp8099 | Financial time series for Tsay (2005, ch. 3)
d.sp9003lev | Financial time series for Tsay (2005, ch. 2)
d.spcscointc | Financial time series for Tsay (2005, ch. 10)
day15 | Financial time series for Tsay (2005, ch. 5)
day15.ori | Financial time series for Tsay (2005, ch. 5)

## -- E --

exch.perc | Financial time series for Tsay (2005, ch. 3)

## -- F --

findConjugates | Find complex conjugate pairs
FinTS | Companion to Tsay (2005) Analysis of Financial Time Series
FinTS.stats | Financial Time Series summary statistics
FinTS.url | List of the names of files downloaded from the "Analysis of Financial Data" web site.

## -- I --

ibm | Financial time series for Tsay (2005, ch. 5)
ibm1to5.dur | Financial time series for Tsay (2005, ch. 5)
ibm91.ads | Financial time series for Tsay (2005, ch. 5)
ibm91.adsx | Financial time series for Tsay (2005, ch. 5)
ibm9912.tp | Financial time series for Tsay (2005, ch. 5)
ibmdurad | Financial time series for Tsay (2005, ch. 5)

## -- M --

m.3m4603 | Financial time series for Tsay (2005, ch. 1)
m.3m4697 | Financial time series for Tsay (2005, ch. 2)
m.5cln | Financial time series for Tsay (2005, ch. 9)
m.apca0103 | Financial time series for Tsay (2005, ch. 9)
m.barra.9003 | Financial time series for Tsay (2005, ch. 9)
m.bnd | Financial time series for Tsay (2005, ch. 8)
m.c8603 | Financial time series for Tsay (2005, ch. 1)
m.cpice16.dp7503 | Financial time series for Tsay (2005, ch. 9)
m.decile1510 | Financial time series for Tsay (2005, ch. 2)
m.fac9003 | Financial time series for Tsay (2005, ch. 9)
m.fama.bond5203 | Financial time series for Tsay (2005, ch. 1)
m.geln | Financial time series for Tsay (2005, ch. 12)
m.gs1 | Financial time series for Tsay (2005, ch. 1)
m.gs10 | Financial time series for Tsay (2005, ch. 1)
m.gs1n3.5301 | Financial time series for Tsay (2005, ch. 8)
m.gs3 | Financial time series for Tsay (2005, ch. 1)
m.gs5 | Financial time series for Tsay (2005, ch. 1)
m.ibm2697 | Financial time series for Tsay (2005, ch. 2)
m.ibm3dx2603 | Financial time series for Tsay (2005, ch. 2)
m.ibmln2699 | Financial time series for Tsay (2005, ch. 4)
m.ibmsp2699ln | Financial time series for Tsay (2005, ch. 8)
m.ibmspln | Financial time series for Tsay (2005, ch. 3)
m.ibmspln6299 | Financial time series for Tsay (2005, ch. 12)
m.ibmsplnsu | Financial time series for Tsay (2005, ch. 3)
m.ibmvwewsp2603 | Financial time series for Tsay (2005, ch. 1)
m.intc7303 | Financial time series for Tsay (2005, ch. 1)
m.mrk6503 | Financial time series for Tsay (2005, ch. 10)
m.msft8603 | Financial time series for Tsay (2005, ch. 1)
m.pfe6503 | Financial time series for Tsay (2005, ch. 10)
m.sp5.6204 | Financial time series for Tsay (2005, ch. 12)
m.sp6299 | Financial time series for Tsay (2005, ch. 12)
m.unrate | Financial time series for Tsay (2005, ch. 4)
m.vw2697 | Financial time series for Tsay (2005, ch. 2)

## -- P --

package.dir | Directory of a package
plot.Acf | Autocorrelation Function
plot.loadings | Plot loadings
plotArmaTrueacf | Plot the theoretical ACF corresponding to an ARMA model

## -- Q --

q.gdp4703 | Financial time series for Tsay (2005, ch. 2)
q.gnp4791 | Financial time series for Tsay (2005, ch. 2)
q.jnj | Financial time series for Tsay (2005, ch. 2)
q.unemrate | Financial time series for Tsay (2005, ch. 4)

## -- R --

read.yearmon | Reading Monthly zoo Series
runscript | Run a package script

## -- S --

simple2logReturns | Compute compound interest
sp500 | Financial time series for Tsay (2005, ch. 3)
sp5may | Financial time series for Tsay (2005, ch. 8)

## -- T --

Table1.2 | Financial time series for Tsay (2005, ch. 1)
TsayFiles | List of the names of files downloaded from the "Analysis of Financial Data" web site.

## -- U --

url2data | Create local copies of files read from urls

## -- W --

w.3mtbs7097 | Financial time series for Tsay (2005, ch. 4)
w.gs1n36299 | Financial time series for Tsay (2005, ch. 2)
w.gs3c | Financial time series for Tsay (2005, ch. 12)
w.gs3n1c | Financial time series for Tsay (2005, ch. 12)
w.tb3ms | Financial time series for Tsay (2005, ch. 1)
w.tb3n6ms | Financial time series for Tsay (2005, ch. 8)
w.tb6ms | Financial time series for Tsay (2005, ch. 1)