ch12data {FinTS}R Documentation

Financial time series for Tsay (2005, ch. 12)

Description

Financial time series used in examples in chapter 12.

Usage

data(w.gs3n1c)
data(w.gs3c)
data(m.sp6299)
data(m.ibmspln6299)
data(m.sp5.6204)
data(m.geln)

Format

Source

http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts2

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, ch. 12)

See Also

ch01data, ch02data, ch03data, ch04data, ch05data, ch06data, ch07data, ch08data, ch09data, ch10data, ch11data


[Package FinTS version 0.4-7 Index]