Last data update: 2014.03.03

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CranContrib
BioConductor
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Results 1 - 10 of 17 found.
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as.yearmon2 (Package: FinTS) :

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

apca (Package: FinTS) :

Asymptotic Principal Components Analysis for a fixed number of factors
● Data Source: CranContrib
● Keywords: ts
● Alias: apca
● 0 images

ArchTest (Package: FinTS) :

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

FinTS-package (Package: FinTS) :

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

Acf (Package: FinTS) :

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