Convert x to class "yearmon" . If duplicate months are found, return x . Otherwise, return the conversion with names = x .
● Data Source:
CranContrib
● Keywords: ts
● Alias: as.yearmon2
●
0 images
|
Asymptotic Principal Components Analysis for a fixed number of factors
● Data Source:
CranContrib
● Keywords: ts
● Alias: apca
●
0 images
|
Lagrange Multiplier (LM) test for autoregressive conditional heteroscedasticity (ARCH)
● Data Source:
CranContrib
● Keywords: ts
● Alias: ArchTest
●
0 images
|
read.yearmon
(Package: FinTS) :
Reading Monthly zoo Series
Read a text file containing monthly data with a date column and return a zoo object with index = a yearmon series with the dates read as names.
● Data Source:
CranContrib
● Keywords: ts
● Alias: read.yearmon
●
0 images
|
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 0.2-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.
● Data Source:
CranContrib
● Keywords: package, ts
● Alias: FinTS, FinTS-package
●
0 images
|
ARIMA
(Package: FinTS) :
Arima with Ljung-Box
Fit an ARIMA model and test residuals with the Ljung-Box statistic
● Data Source:
CranContrib
● Keywords: ts
● Alias: ARIMA
●
1 images
|
findConjugates
(Package: FinTS) :
Find complex conjugate pairs
Find all complex conjugate pairs in a vector of complex numbers and return one number from each pair.
● Data Source:
CranContrib
● Keywords: arith
● Alias: findConjugates
●
0 images
|
AutocorTest
(Package: FinTS) :
Box-Ljung autocorrelation test
Ljung-Box test for autocorrelation
● Data Source:
CranContrib
● Keywords: ts
● Alias: AutocorTest
●
0 images
|
Plot the ACF without the traditional noninformation unit spike at lag 0.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Acf, plot.Acf
●
3 images
|
runscript
(Package: FinTS) :
Run a package script
Run a script associated with a particular chapter
● Data Source:
CranContrib
● Keywords: utilities
● Alias: runscript
●
0 images
|