Last data update: 2014.03.03

 R: Basic Time Series Statistics
BasicStatisticsR Documentation

Basic Time Series Statistics

Description

Computes basic financial time series statististics.

List of Functions:

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 objects, is more or less untested.

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)

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO