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

## Documentation for package ‘FinTS’ version 0.4-5

- 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, chapter 11[text])
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 unqique, retaining x as names.
AutocorTest | Box-Ljung autocorrelation test

## -- C --

ch01data | financial time series for Tsay (2005, chapter 1[text])
ch02data | financial time series for Tsay (2005, chapter 2[text])
ch03data | financial time series for Tsay (2005, chapter 3[text])
ch04data | financial time series for Tsay (2005, chapter 4[text])
ch05data | financial time series for Tsay (2005, chapter 5[text])
ch06data | financial time series for Tsay (2005, chapter 6[text])
ch07data | financial time series for Tsay (2005, chapter 7[text])
ch08data | financial time series for Tsay (2005, chapter 8[text])
ch09data | financial time series for Tsay (2005, chapter 9[text])
ch10data | financial time series for Tsay (2005, chapter 10[text])
ch11data | financial time series for Tsay (2005, chapter 11[text])
ch12data | financial time series for Tsay (2005, chapter 12[text])
compoundInterest | compute compound interest

## -- D --

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

## -- E --

exch.perc | financial time series for Tsay (2005, chapter 3[text])

## -- 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, chapter 5[text])
ibm1to5.dur | financial time series for Tsay (2005, chapter 5[text])
ibm91.ads | financial time series for Tsay (2005, chapter 5[text])
ibm91.adsx | financial time series for Tsay (2005, chapter 5[text])
ibm9912.tp | financial time series for Tsay (2005, chapter 5[text])
ibmdurad | financial time series for Tsay (2005, chapter 5[text])

## -- M --

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

## -- 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, chapter 2[text])
q.gnp4791 | financial time series for Tsay (2005, chapter 2[text])
q.jnj | financial time series for Tsay (2005, chapter 2[text])
q.unemrate | financial time series for Tsay (2005, chapter 4[text])

## -- R --

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

## -- S --

simple2logReturns | compute compound interest
sp500 | financial time series for Tsay (2005, chapter 3[text])
sp5may | financial time series for Tsay (2005, chapter 8[text])
summary.fHTEST | unit root tests

## -- T --

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

## -- U --

Unitroot | unit root tests
url2data | Create local copies of files read from urls.

## -- W --

w.3mtbs7097 | financial time series for Tsay (2005, chapter 4[text])
w.gs1n36299 | financial time series for Tsay (2005, chapter 2[text])
w.gs3c | financial time series for Tsay (2005, chapter 12[text])
w.gs3n1c | financial time series for Tsay (2005, chapter 12[text])
w.tb3ms | financial time series for Tsay (2005, chapter 1[text])
w.tb3n6ms | financial time series for Tsay (2005, chapter 8[text])
w.tb6ms | financial time series for Tsay (2005, chapter 1[text])