This package contains templates for reports, and functions and workshops using in Time series financial econometrics taught by Barry Quinn in Queen’s Management School.
And the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("barryquinn1/tsfe")This is a basic example which shows you how to solve a common problem:
library(tsfe)
## basic example code
data("ftse350") # This is a 2MB file so might take some time to initially load
summary(ftse350)
#> Name ticker variable date
#> Length:1016666 Length:1016666 Length:1016666 Min. :2016-04-29
#> Class :character Class :character Class :character 1st Qu.:2017-06-14
#> Mode :character Mode :character Mode :character Median :2018-07-20
#> Mean :2018-07-13
#> 3rd Qu.:2019-08-14
#> Max. :2020-09-01
#> value wk_id
#> Min. : 1.05 Min. : 1.00
#> 1st Qu.: 374.15 1st Qu.:15.00
#> Median : 896.40 Median :27.00
#> Mean : 3374.65 Mean :26.55
#> 3rd Qu.: 2217.99 3rd Qu.:38.00
#> Max. :159163.60 Max. :53.00You can start the tutorials in one of two ways. First, in RStudio 1.3 or later, you will find the ATI tutorials listed in the “Tutorial” tab in the top-right pane (by default). Find a tutorial and click “Run Tutorial” to get started. Second, you can run any tutorial from the R console by typing the following line:
learnr::run_tutorial("Workshop2","tsfe")This should bring up a tutorial in your default web browser. You can see the full list of tutorials by running:
learnr::run_tutorial(package = "tsfe")If you would like to access the raw RMarkdown code which created these tutorials you can do so here
This package also includes an RMarkdown template for use in the project
report. Go to File>New>R Markdown… and choose from From Template
then project-report.
This package also includes dataset used in the course