My Packages

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