My Packages

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1- Tunisianfirms

The goal of tunisianfirms is to spread cotation of Tunisian stock Exchange Firms

Installation

Coming soon You can install the released version of tunisianfirms from CRAN soon. However, you can install from github with these

library(devtools)
## Warning: le package 'devtools' a été compilé avec la version R 4.2.3
## Le chargement a nécessité le package : usethis
devtools::install_github("Foha2001/tunisianfirms")
## Skipping install of 'tunisianfirms' from a github remote, the SHA1 (397c5975) has not changed since last install.
##   Use `force = TRUE` to force installation

you have to install devtools before, when installing from github call the package with :

library(tunisianfirms)

Examples

basic example code

cotation("ATTIJARIBANK")

To show a sample_example run

head(sample_data)
##         date          lib prix
## 1 2019-01-02 GIFDA5/42931 0.01
## 2 2019-01-02 SOMCDA3/3725 0.01
## 3 2019-01-02  TLSDS3/2021 0.01
## 4 2019-01-03 GIFDA4/23727 0.01
## 5 2019-01-03 GIFDA5/42931 0.01
## 6 2019-01-03  SAHDA1/1425 0.01

2- fdesc

The goal of fdesc is to measure describtive statistics and export values into excel file in table format.

Installation

You can install the development version of fdesc like so:

library(devtools)
#devtools::install_github("Foha2001/fdesc")

Example 1

library(fdesc)

To describe your database in raw data, run this code

mytable<- desc(data)
mytable
##                       mean        sd   median       min      max        skew
## GSPC.Close        3982.242 104.83348  3983.17  3783.220  4179.76 -0.02180676
## X000001.SS.Close  3208.683  76.10007  3224.02  3045.866  3328.39 -0.46713210
## N225.Close       27198.244 713.81456 27453.48 25716.859 28309.16 -0.49455138
##                        kurt
## GSPC.Close       -0.9946808
## X000001.SS.Close -0.8228077
## N225.Close       -1.0899745

Example 2

To describe your database in log return data, run this code

mytable<- Rdesc(data)
mytable
##                           mean          sd        median         min        max
## GSPC.Close       -0.0002398655 0.011346004 -1.195375e-03 -0.02523748 0.02258384
## X000001.SS.Close -0.0004534132 0.006795638 -8.528099e-04 -0.01935933 0.01748493
## N225.Close       -0.0008768654 0.009052766  3.181096e-05 -0.02489128 0.02465426
##                         skew       kurt
## GSPC.Close        0.05479284 -0.9396836
## X000001.SS.Close  0.11974311  0.4084317
## N225.Close       -0.10200599  0.5799189

To export your Table to Excel format

export(mytable)

You will find your Excel table with the name descstatistics.xlsx

Foued Hamouda
Foued Hamouda
Ph.D. in Finance

matter.