Tools for Analyzing Time Series Data of Just Finance and Econometrics

Offer procedures to download financial-economic time series data and enhanced procedures for computing the investment performance indices of Bacon (2004) .


Reference manual

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install.packages("JFE")

2.5.11 by Ho Tsung-wu, a year ago


Browse source code at https://github.com/cran/JFE


Authors: Ho Tsung-wu [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on xts

Suggests car, dynlm, openxlsx, timeDate, timeSeries, zoo


Imported by iClick.


See at CRAN