ch06data

d.ibmy98

d.cscoy99

Financial time series used in examples in chapter 6.

datasets

R companion to Tsay (2005)
Analysis of Financial Time Series, 2nd ed. (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.

Spencer Graves

FinTS

Companion to Tsay (2005) Analysis of Financial Time Series

ch06data function

Objects of class zoo giving returns for each trading day for different
  periods

  <ul><li>d.ibmy98</li></ul>{
      Zoo object giving daily  simple returns of IBM stock for each
      trading day in 1998.
    }
    <item>d.cscoy99</item>{
      Zoo object giving daily log returns of Cisco stock for each
      trading day in 1999.
    }

format

<url>http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2</url>

ch06data: financial time series for Tsay (2005, chapter 6[text])

Description

Usage

Arguments

format

source

References

See Also