BasicStatistics           package:fBasics           R Documentation

_B_a_s_i_c _T_i_m_e _S_e_r_i_e_s _S_t_a_t_i_s_t_i_c_s

_D_e_s_c_r_i_p_t_i_o_n:

     Computes basic financial time series statististics. 

     List of Functions:

       'basicStats'  Computes an overview of basic statistical values.

_U_s_a_g_e:

      
     basicStats(x, ci = 0.95)

_A_r_g_u_m_e_n_t_s:

      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. 

_V_a_l_u_e:

     '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.

_E_x_a_m_p_l_e_s:

     ## basicStats -
        # Simulated Monthly Return Data:
        tS = timeSeries(matrix(rnorm(12)), timeCalendar())
        basicStats(tS)

