[R-sig-finance] please teach me..

Spencer Graves spencer.graves at pdf.com
Tue Mar 28 18:56:15 CEST 2006


	  Don't you need S-Plus Finmetrics to use the Zivot book?  It is my 
understanding that some but not all of the Finmetrics features are 
available in R, including the Rmetrics project plus its and other 
packages?  And isn't the Carmona book written more for S-Plus than R? 
Both books have received mixed reviews from readers on Amazon.  (Zivot's 
book is out in a new edition, for which Amazon currently lists no 
reviews.  However, reviewers for the earlier edition claimed that it is 
useless "without S-Plus Finmetrics module", which does NOT come with the 
book.)

	  It's quite difficult for me to recommend something without knowing 
anything about your background.  What do you know of statistical methods 
generally and time series analysis in other contexts?  For example, do 
you have some appreciation for the contents of ch. 14 in Venables and 
Ripley (2002) Modern Applied Statists with S (Springer)? If no, I 
suggest you start there.

	  Also, have you worked through the vignettes associated with the "zoo" 
package? If no, you might find that quite useful. [Are you aware that 
edit(vignette(...)) will provide a script file with the R code discussed 
in the vignette, which can be viewed in Adobe Acrobat while you are 
working throught the examples line by line, modifying them, etc.? I've 
found this to be very useful. If you use XEmacs, "edit(vignette(...))" 
may not work. Instead, try Stangle(vignette(...)$file). This will copy 
the R code to a file in the working directory, which you can then open.]

	  I've also found the dse bundle and its vignettes very interesting and 
useful.  Beyond that, you might try the Rmetrics project 
(www.rmetrics.org).

	  In fact, the analysis of financial time series is actually a rather 
broad field by itself.  What specific kinds of things do you want to do? 
  After you've made some efforts in this area, I suggest you review the 
posting guide! "www.R-project.org/posting-guide.html" and submit another 
post targeted at something more specific.

	  hope this helps.
	  spencer graves

Krishna Kumar wrote:

> Fajar Haribowo wrote:
> 
> 
>>I'm very interesting and want to analysis financial data and use R. But i 
>>don't know where come from to study this field. Can all of you help me? 
>>What can i do to understand this field?
>>
>>thanks,
>> 
>>
> 
> Fajar, I think one of the good places to start is the Rene Carmona book
> http://www.amazon.com/exec/obidos/ASIN/0387202862/kriskumar-20/002-9573604-5575266
> and then you could work through the Zivot book
> http://www.amazon.com/exec/obidos/ASIN/0387955496/kriskumar-20/002-9573604-5575266
> 
> I think together these should get you started for working with Financial 
> data in R.
> 
> Best,
> Kris
> 
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