fBasics (version 3011.87)

BasicStatistics: Basic Time Series Statistics

Description

Computes basic financial time series statististics. List of Functions: ll{ basicStats Computes an overview of basic statistical values.}

Usage

basicStats(x, ci = 0.95)

Arguments

ci

confidence interval, a numeric value, by default 0.95, i.e. 95 percent.

x

an object of class "timeSeries" or any other object which can be transformed by the function as.timeSeries into an object of class timeSeries. The latter case, other then timeSeries

Value

• basicsStats returns a data frame with the following entries and row names: nobs, NAs, Minimum, Maximum , 1. Quartile, 3. Quartile, Mean, Median, Sum, SE Mean, LCL Mean, UCL Mean, Variance, Stdev, Skewness, Kurtosis.

Examples

## basicStats -
   # Simulated Monthly Return Data:
   tS = timeSeries(matrix(rnorm(12)), timeCalendar())
   basicStats(tS)