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fBasics

stats-basicStats

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)
fBasics

Rmetrics - Markets and Basic Statistics

v3042.89.1
GPL (>= 2)
Authors
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Initial release
2017-11-12

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