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

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.

Version: 0.4-9
Depends: R (≥ 2.10), zoo, graphics
Suggests: moments, tseries, urca, lmtest, sandwich, psych, GPArotation, chron, polynom, e1071
Published: 2024-01-26
DOI: 10.32614/CRAN.package.FinTS
Author: Spencer Graves [aut], Georgi N. Boshnakov [cre, ctb]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: (doc), (devel)
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: FinTS results


Reference manual: FinTS.pdf


Package source: FinTS_0.4-9.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): FinTS_0.4-9.tgz, r-oldrel (arm64): FinTS_0.4-9.tgz, r-release (x86_64): FinTS_0.4-9.tgz, r-oldrel (x86_64): FinTS_0.4-9.tgz
Old sources: FinTS archive

Reverse dependencies:

Reverse imports: AriGaMyANNSVR, CEEMDANML, WaveletGARCH, WaveletML


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