Hi, All: FinTS version 0.2-7 is now available on CRAN. This version adds two new functions: * ArchTest to compute the Engle (1982) Lagrange multiplier test for conditional heteroscedasticity, discussed on pp. 101-102 of Tsay, with examples on those pages worked in the R script in "~R\library\FinTS\scripts\ch03.R", where "~R" is your local R installation directory. The code for this was kindly provided by Bernhard Pfaff. * Acf and plot.Acf to plot the autocorrelation function without the noninformative unit spike at lag 0, facilitating the production of many ACF plots in Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley) that follow this secondary standard. Spencer Graves _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages