TsayFiles:
List of the names of files downloaded from the "Analysis of Financial
Data" web site.
Description
A list organized by chapter and text vs. exercises of the files
downloaded from the web site associated with Tsay (2005) Analysis of
Financial Time Series, 2nd ed. (Springer) and stored in
"~library/FinTS/scripts/TsayFiles". These facilitate the process of
creating and updating the 'FinTS' package (and documenting the
creation process).
Usage
TsayFiles
FinTS.url
Arguments
Format
TsayFiles
A list with names 'ch01', 'ch02', ..., 'ch12' for components
describing the files associated with the corresponding chapter. Each chapter component is a list with 'text' and 'exercises'
components, where 'text' and 'exercises' are each a character
array giving names for 'data', 'file', 'url', and 'found' for the
data referenced in the text or exercises of that chapter:
data
'file' without the extension, e.g, 'd-ibmvwewsp6203' for daily
simple returns of IBM, VW, EW, SP (7/3/62-12/31/03) = 'file'
without the extension.
file
short file name = 'data' plus the extension, e.g.,
'd-ibmvwewsp6203'.txt' for daily simple returns of IBM, VW,
EW, SP (7/3/62-12/31/03)
url
universal resource locator for the data, e.g., "http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2/d-ibmvwewsp6203.txt"
found
'TRUE' if the data were found, 'FALSE' if the attempt to
access the url failed.
NOTES: (1) 13 files are referenced twice, and 2 are referenced three
times on the web page. This redundancy is retained in
'TsayFiles'. (2) A few files (most noticably some with with '.dat' extension)
are referenced in the HTML code without an apparent visible link.
These 'invisible files' are retained in 'TsayFiles'.
FinTS.url
A character string giving the universal resource locator (URL)
associated with the Tsay (2005) book: FinTS.url <- "http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts2"
Source
Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Springer)