R: Basic Time Series Statistics

BasicStatistics {fBasics} | R 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)

[Package fBasics version 3042.89 Index]