Financial Time Series summary statistics

Summary statistics as in Table 1.2, Tsay (2005), including the start date, number of observations, mean, standard deviation, skewness, excess kurtosis, min and max.

Usage

FinTS.stats(x)

Arguments

x

A univariate object of class 'zoo'

References

Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, p. 11)

See also

index, sum, is.na, mean, sd, skewness, kurtosis, min, max

Examples

FinTS.stats(rep(1, 5))
#>   Start Size Mean Standard.Deviation Skewness Excess.Kurtosis Minimum Maximum
#> 1     1    5    1                  0      NaN             NaN       1       1

data(d.c8603)
FinTS.stats(100*d.c8603[, "C"])
#>        Start Size      Mean Standard.Deviation  Skewness Excess.Kurtosis
#> 1 1986-10-30 4333 0.1100362           2.289149 0.1007964        6.787964
#>   Minimum Maximum
#> 1 -21.739  20.755

## The following generates an error, because FinTS.stats
## expects a vector of class 'zoo', and d.c8603 is a matrix
#FinTS.stats(100*d.c8603)