| Title: | Retrieve Historical Data of Companies Listed on the 'BRVM' Stock Exchange |
|---|---|
| Description: | Provide real-time access to data from the Regional Securities Exchange SA, commonly known as the 'BRVM' stock exchange. The goal is to facilitate data access for users of the R programming language. The package includes a variety of data that can be accessed by calling functions. |
| Authors: | Sessie Koffi Frederic [aut, cre, cph], Odjo Olabiyi Aurel Géoffroy | xgeosoft [aut], Diakité Abdoul Oudouss [aut], Steven Sanderson [aut] |
| Maintainer: | Sessie Koffi Frederic <[email protected]> |
| License: | MIT + file LICENSE |
| Version: | 5.3.2 |
| Built: | 2026-05-23 08:02:21 UTC |
| Source: | https://github.com/Koffi-Fredysessie/BRVM |
Allows access to slots using the $ notation, similar to S3.
## S4 method for signature 'african_market' x$name## S4 method for signature 'african_market' x$name
x |
An object of class african_market. |
name |
The name of the slot. |
Creates an object of class african_market, which stores metadata and financial
data related to an African stock market. This includes basic identifiers, official URLs,
and structured data frames for indexes, shares, and bonds.
african_market( Market_short_name, Market_full_name, Official_url, Market_url, Market_data_url, List, ListShares, ListIndexes, ListBonds, Indexes, Shares, Bonds, Ticker_full_name ) ## S4 method for signature ## 'character, ## character, ## character, ## character, ## character, ## character, ## character, ## character, ## character, ## data.frame, ## data.frame, ## data.frame, ## character' african_market( Market_short_name = "", Market_full_name = "", Official_url = "", Market_url = "", Market_data_url = "", List = "", ListShares = "", ListIndexes = "", ListBonds = "", Indexes = data.frame(), Shares = data.frame(), Bonds = data.frame(), Ticker_full_name = "" )african_market( Market_short_name, Market_full_name, Official_url, Market_url, Market_data_url, List, ListShares, ListIndexes, ListBonds, Indexes, Shares, Bonds, Ticker_full_name ) ## S4 method for signature ## 'character, ## character, ## character, ## character, ## character, ## character, ## character, ## character, ## character, ## data.frame, ## data.frame, ## data.frame, ## character' african_market( Market_short_name = "", Market_full_name = "", Official_url = "", Market_url = "", Market_data_url = "", List = "", ListShares = "", ListIndexes = "", ListBonds = "", Indexes = data.frame(), Shares = data.frame(), Bonds = data.frame(), Ticker_full_name = "" )
Market_short_name |
A character string for the abbreviated name of the market (e.g. "BRVM"). |
Market_full_name |
A character string for the full name of the market (e.g. "Bourse Régionale des Valeurs Mobilières"). |
Official_url |
A character string for the official website of the market. |
Market_url |
A character string for the general URL of the market. |
Market_data_url |
A character string for the URL to access detailed market data. |
List |
A character string describing the types of lists available (e.g. "Shares, Indexes, Bonds"). |
ListShares |
A character string or URL pointing to the list of shares. |
ListIndexes |
A character string or URL pointing to the list of indexes. |
ListBonds |
A character string or URL pointing to the list of bonds. |
Indexes |
A data frame containing information on market indexes. |
Shares |
A data frame containing information on market shares. |
Bonds |
A data frame containing information on market bonds. |
Ticker_full_name |
A character string for the full name associated with a ticker symbol. |
This constructor initializes an S4 object of class african_market,
which is useful for storing structured data and metadata for African financial markets.
It can serve as the backbone for functions that fetch, analyze, and visualize market data.
An object of class african_market.
A new S4 object of class 'african_market'.
An S4 class designed to represent and store structured information about African financial markets, including metadata, trading instruments, and market data sources.
An object of class african_market.
Market_short_nameA short abbreviation of the market name (e.g. "BRVM").
Market_full_nameThe full name of the market (e.g. "Bourse Régionale des Valeurs Mobilières").
Official_urlThe official website of the market.
Market_urlA general URL for accessing market information.
Market_data_urlA URL pointing to detailed market data.
ListA string summarizing available lists of instruments.
ListSharesA string or URL referencing the list of shares.
ListIndexesA string or URL referencing the list of indexes.
ListBondsA string or URL referencing the list of bonds.
IndexesA data frame containing index-level information.
SharesA data frame containing share-level information.
BondsA data frame containing bond-level information.
Ticker_full_nameThe full name corresponding to a ticker symbol.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
This function will take in the name of sector(s) and returns data for companies belonging to that/those sector(s)
BRVM_bySector(.sectors = "ALL") ## S4 method for signature 'character' BRVM_bySector(.sectors = "ALL")BRVM_bySector(.sectors = "ALL") ## S4 method for signature 'character' BRVM_bySector(.sectors = "ALL")
.sectors |
A vector of sectors you wish to have returned. |
This function will take in a vector of sectors provided by the end user and return a tibble.
A tibble
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Oudouss Diakite Abdoul
Steven P. Sanderson II, MPH
Other Data Retrieval:
BRVM_cap(),
BRVM_company_rank(),
BRVM_get(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector()
library(stringr) library(rlang) library(xml2) library(rvest) library(dplyr) sectors <- c("Industriels","Administration","PUblic service", "AUtr", "SeRVICES FINaNCIERS", "distribution", 25) BRVM_bySector(.sectors = sectors) BRVM_bySector(.sectors = "All") BRVM_bySector(.sectors = c("Other", "Agriculture"))library(stringr) library(rlang) library(xml2) library(rvest) library(dplyr) sectors <- c("Industriels","Administration","PUblic service", "AUtr", "SeRVICES FINaNCIERS", "distribution", 25) BRVM_bySector(.sectors = sectors) BRVM_bySector(.sectors = "All") BRVM_bySector(.sectors = c("Other", "Agriculture"))
It receives no argument and returns informations about BRVM capitalization
BRVM_cap()BRVM_cap()
A tibble
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
https://www.brvm.org/en/capitalisations/0
Other Data Retrieval:
BRVM_bySector(),
BRVM_company_rank(),
BRVM_get(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector()
Other BRVM:
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
BRVM_cap()BRVM_cap()
This function will get the capitalization value data of all companies listed on the BVRM exchange. The function takes no parameter
BRVM_company_cap()BRVM_company_cap()
A tibble
Koffi Frederic SESSIE
Other BRVM:
BRVM_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
BRVM_company_cap()BRVM_company_cap()
Retrieves detailed financial information (RSI, Beta, closing price, etc.) for a company or index listed on the BRVM stock exchange. The input is automatically converted to upper case.
BRVM_company_info(ticker = "ALL") ## S4 method for signature 'character' BRVM_company_info(ticker = "ALL")BRVM_company_info(ticker = "ALL") ## S4 method for signature 'character' BRVM_company_info(ticker = "ALL")
ticker |
The ticker of a company or index listed on the BRVM |
A tibble containing indicators and values for the given ticker(s)
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
BRVM_company_info("BOAS") BRVM_company_info("BoaM") BRVM_company_info("BRVMAG") BRVM_company_info("ALL INDEXES") BRVM_company_info("ALL SHARES") BRVM_company_info("ALL")BRVM_company_info("BOAS") BRVM_company_info("BoaM") BRVM_company_info("BRVMAG") BRVM_company_info("ALL INDEXES") BRVM_company_info("ALL SHARES") BRVM_company_info("ALL")
Retrieves daily trading data for all companies listed on the Bourse Régionale des Valeurs Mobilières (BRVM) and ranks them according to their percentage change in share price.
This function returns companies rank from the BRVM Bourse exchange according to their daily change (variation).
BRVM_company_rank(object) ## S4 method for signature 'missing' BRVM_company_rank(object)BRVM_company_rank(object) ## S4 method for signature 'missing' BRVM_company_rank(object)
object |
No need to give an argument. |
The function scrapes the official BRVM website to collect trading information such as traded volume, previous price, opening price, closing price, and daily percent change. After cleaning and converting numeric fields, companies are ranked in descending order of percentage change, making it easy to identify the day's top gainers and losers.
This function will get the rank of the companies listed on the BVRM exchange through the Rich Bourse site. The function takes no parameter
A tibble containing the following columns:
ticker – The stock ticker symbol.
company_name – The name of the company.
percent_change – The daily percentage change.
rank – The company's position in the ranking (1 = highest increase).
"tbl_df" "tbl" "data.frame"
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Oudouss Diakite Abdoul
Steven P. Sanderson II, MPH
https://www.brvm.org/en/cours-actions/0
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_get(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
library(dplyr) library(rvest) BRVM_company_rank() comp.rank <- BRVM_company_rank() comp.rank<-comp.rank%>% dplyr::arrange(desc(percent_change)) comp.ranklibrary(dplyr) library(rvest) BRVM_company_rank() comp.rank <- BRVM_company_rank() comp.rank<-comp.rank%>% dplyr::arrange(desc(percent_change)) comp.rank
It receives the ticker name and return an URL
BRVM_company_url(ticker = "ALL") ## S4 method for signature 'character' BRVM_company_url(ticker = "ALL")BRVM_company_url(ticker = "ALL") ## S4 method for signature 'character' BRVM_company_url(ticker = "ALL")
ticker |
is the name of the Ticker |
URLs
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
## Not run: BRVM_company_url("ALL") ## End(Not run)## Not run: BRVM_company_url("ALL") ## End(Not run)
This function will take in 'Up' or 'Down' and returns respectively n results for the top or flop ranking of the BRVM tickers.
BRVM_direction(.up_or_down = "Up", N = 10) ## S4 method for signature 'character,numeric' BRVM_direction(.up_or_down = "Up", N = 10)BRVM_direction(.up_or_down = "Up", N = 10) ## S4 method for signature 'character,numeric' BRVM_direction(.up_or_down = "Up", N = 10)
.up_or_down |
This is a character string set to "Up" It can either be 'Up' or 'Down'. |
N |
An integer specifying the number of companies to return. Default is 10. |
This function will get any n results for the top or flop ranking of the BRVM tickers.
A tibble
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Oudouss Diakite Abdoul
Steven P. Sanderson II, MPH
BRVM_direction("Up", 10) BRVM_direction("Down", 5)BRVM_direction("Up", 10) BRVM_direction("Down", 5)
This function retrieves historical price and volume data for one or more securities listed on the BRVM (Bourse Regionale des Valeurs Mobilieres) market.
BRVM_get( ticker = "ALL", Period = "daily", from = Sys.Date() - 89, to = Sys.Date(), output_format = c("by_col", "by_row") ) ## S4 method for signature 'character' BRVM_get( ticker = "ALL", Period = "daily", from = Sys.Date() - 89, to = Sys.Date(), output_format = c("by_col", "by_row") )BRVM_get( ticker = "ALL", Period = "daily", from = Sys.Date() - 89, to = Sys.Date(), output_format = c("by_col", "by_row") ) ## S4 method for signature 'character' BRVM_get( ticker = "ALL", Period = "daily", from = Sys.Date() - 89, to = Sys.Date(), output_format = c("by_col", "by_row") )
ticker |
A character vector specifying the tickers of the securities to retrieve. The ticker names are case-insensitive. Special values include:
|
Period |
An integer or character string specifying the data aggregation period. Valid values are:
|
from |
A date object or a character string representing the start date of the data period. The function expects a format like |
to |
A date object or a character string representing the end date of the data period. The function expects a format like |
output_format |
A character string indicating the desired output structure. Must be one of |
This function will get data of the companies listed on the BVRM exchange through the sikafinance site. The function
takes in a single parameter of ticker The function will auto-format the
tickers you input into all upper case by using toupper()
The function allows you to specify a single ticker or a vector of tickers. It also provides shortcuts for retrieving data for all securities ("ALL"), all shares ("ALL SHARES"), or all indexes ("ALL INDEXES").
The data is retrieved from a remote server, and the function handles the pagination of requests to ensure that long time periods can be fetched without errors. It also includes error handling for internet connection issues and invalid date parameters.
The output can be formatted in two ways:
"by_col": Returns a single data frame with a Ticker column that identifies each security's data. This is the default format.
"by_row": Returns a single data frame where each security's data (Open, High, Low, Close, Volume) is arranged in separate columns, with the ticker name as a prefix (e.g., TICKER.Open). This format is suitable for direct use in time series analysis where each column represents a different series.
A progress bar is displayed in the console to show the download progress for each ticker.
A data frame containing the historical data for the specified tickers. The columns of the data frame are Date, Open, High, Low, Close, Volume, and optionally Ticker if output_format is "by_col". If no data is available for a given ticker in the specified date range, a message is printed to the console, and that ticker is not included in the output.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
BRVM_tickers()
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_company_rank(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector()
## Not run: library(lubridate) library(rlang) library(httr2) library(dplyr) library(stringr) # Get daily data for a single ticker daily_data <- BRVM_get("SGBCI", from = "2023-01-01", to = "2023-03-31") # Get monthly data for multiple tickers, with a single column per ticker monthly_data <- BRVM_get(ticker = c("ECOC", "SGBCI"), Period = "monthly", output_format = "by_row") # Get weekly data for all indexes for the last year all_indexes_weekly <- BRVM_get("ALL INDEXES", Period = "weekly", from = Sys.Date() - 365) ## End(Not run)## Not run: library(lubridate) library(rlang) library(httr2) library(dplyr) library(stringr) # Get daily data for a single ticker daily_data <- BRVM_get("SGBCI", from = "2023-01-01", to = "2023-03-31") # Get monthly data for multiple tickers, with a single column per ticker monthly_data <- BRVM_get(ticker = c("ECOC", "SGBCI"), Period = "monthly", output_format = "by_row") # Get weekly data for all indexes for the last year all_indexes_weekly <- BRVM_get("ALL INDEXES", Period = "weekly", from = Sys.Date() - 365) ## End(Not run)
Generates an interactive chart for one or several BRVM-listed tickers.
This function retrieves historical market data for the specified ticker(s)
and produces an interactive price and volume chart using highcharter.
BRVM_plot( object = "ALL INDEXES", from = Sys.Date() - 89, to = Sys.Date() - 1, up.col = "darkgreen", down.col = "red", ... ) ## S4 method for signature 'character' BRVM_plot( object = "ALL INDEXES", from = Sys.Date() - 89, to = Sys.Date() - 1, up.col = "darkgreen", down.col = "red" ) ## S4 method for signature 'data.frame' BRVM_plot(object, ticker.name = NULL, up.col = "darkgreen", down.col = "red")BRVM_plot( object = "ALL INDEXES", from = Sys.Date() - 89, to = Sys.Date() - 1, up.col = "darkgreen", down.col = "red", ... ) ## S4 method for signature 'character' BRVM_plot( object = "ALL INDEXES", from = Sys.Date() - 89, to = Sys.Date() - 1, up.col = "darkgreen", down.col = "red" ) ## S4 method for signature 'data.frame' BRVM_plot(object, ticker.name = NULL, up.col = "darkgreen", down.col = "red")
object |
Either a character vector specifying one or more ticker symbols,
or a |
from |
Start date of the period to retrieve (quoted).
Must be in |
to |
End date of the period to retrieve (quoted).
Must be in |
up.col |
Color for upward movements. Default is |
down.col |
Color for downward movements. Default is |
... |
another arguments. |
ticker.name |
character, ticker name. |
An interactive highchart object displaying price and volume dynamics.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_company_rank(),
BRVM_get(),
BRVM_rank(),
BRVM_stock_market(),
company_sector()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
## Not run: library(highcharter) library(lubridate) library(rlang) library(httr2) library(dplyr) library(stringr) library(xts) # Plot a single ticker BRVM_plot("BICC") # Customize the up and down colors BRVM_plot("BICC", up.col = "blue", down.col = "pink") # Plot a group of tickers BRVM_plot(object = c("BICC", "ETIT", "SNTS")) # Plot using a local data.frame with market data data = BRVM_get("BOABF") BRVM_plot(data) data <- data.frame( Date = Sys.Date() - 0:5, Open = 1:6, High = 2:7, Low = 1:6, Close = 2:7, Volume = 10:15 ) BRVM_plot(data) ## End(Not run)## Not run: library(highcharter) library(lubridate) library(rlang) library(httr2) library(dplyr) library(stringr) library(xts) # Plot a single ticker BRVM_plot("BICC") # Customize the up and down colors BRVM_plot("BICC", up.col = "blue", down.col = "pink") # Plot a group of tickers BRVM_plot(object = c("BICC", "ETIT", "SNTS")) # Plot using a local data.frame with market data data = BRVM_get("BOABF") BRVM_plot(data) data <- data.frame( Date = Sys.Date() - 0:5, Open = 1:6, High = 2:7, Low = 1:6, Close = 2:7, Volume = 10:15 ) BRVM_plot(data) ## End(Not run)
Retrieves market capitalization data of companies listed on the Bourse Régionale des Valeurs Mobilières (BRVM) and ranks them in descending order. Users can choose to extract either the top or bottom n companies by their global capitalization.
BRVM_rank(select = "Top", N = 10) ## S4 method for signature 'character,numeric' BRVM_rank(select = "Top", N = 10)BRVM_rank(select = "Top", N = 10) ## S4 method for signature 'character,numeric' BRVM_rank(select = "Top", N = 10)
select |
A character string indicating whether to return the "Top" or "Bottom" ranked companies. Default is "Top". |
N |
An integer specifying the number of companies to return. Default is 10. |
A tibble containing company names, market capitalization, and related information from the BRVM website.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
https://www.brvm.org/en/capitalisations/0
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_company_rank(),
BRVM_get(),
BRVM_plot(),
BRVM_stock_market(),
company_sector()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_stock_market(),
company_sector(),
normality_test(),
stationarity_test()
# Top 10 companies by capitalization BRVM_rank("Top", 10) # Bottom 5 companies by capitalization BRVM_rank("Bottom", 5)# Top 10 companies by capitalization BRVM_rank("Top", 10) # Bottom 5 companies by capitalization BRVM_rank("Bottom", 5)
This function receives as input a day of the week (working day) and returns the official quotation revews of that day.
BRVM_stock_market(.weekday) ## S4 method for signature 'character' BRVM_stock_market(.weekday)BRVM_stock_market(.weekday) ## S4 method for signature 'character' BRVM_stock_market(.weekday)
.weekday |
A quoted date, ie. "2022-01-31" or "2022/01/31". The date must be in ymd format "YYYY-MM-DD" or "YYYY/MM/DD". Must not be a weekend or a holiday |
A formatabble table
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_company_rank(),
BRVM_get(),
BRVM_plot(),
BRVM_rank(),
company_sector()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
company_sector(),
normality_test(),
stationarity_test()
library(httr) library(lubridate) library(rvest) library(timeDate) library(formattable) library(stringr) BRVM_stock_market("2022-04-25") BRVM_stock_market("2025-05-22")library(httr) library(lubridate) library(rvest) library(timeDate) library(formattable) library(stringr) BRVM_stock_market("2022-04-25") BRVM_stock_market("2025-05-22")
A method that retrieves and processes ticker data for indexes and shares from the BRVM website. Retrieves information about companies listed on the Bourse Régionale des Valeurs Mobilières (BRVM). This function returns an S4 object containing the list of tickers, detailed shares information, and (optionally) BRVM indexes.
BRVM_tickers(object) ## S4 method for signature 'missing' BRVM_tickers(object)BRVM_tickers(object) ## S4 method for signature 'missing' BRVM_tickers(object)
object |
An object of class |
The BRVM (Bourse Régionale des Valeurs Mobilières) is a regional stock exchange serving the West African Economic and Monetary Union (WAEMU / UEMOA).
A new S4 object of class market_description populated with ticker data from the BRVM.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Oudouss Diakite Abdoul
Steven P. Sanderson II, MPH
## Not run: BRVM_tickers() ticks <- BRVM_tickers() dput(ticks$Ticker) ## Returns the name of all tickers ## End(Not run) # Retrieve BRVM tickers library(rvest) library(httr2) library(tidyr) brvm_tickers <- BRVM_tickers() # Display shares brvm_tickers$Shares # List of tickers brvm_tickers$List # Print object brvm_tickers## Not run: BRVM_tickers() ticks <- BRVM_tickers() dput(ticks$Ticker) ## Returns the name of all tickers ## End(Not run) # Retrieve BRVM tickers library(rvest) library(httr2) library(tidyr) brvm_tickers <- BRVM_tickers() # Display shares brvm_tickers$Shares # List of tickers brvm_tickers$List # Print object brvm_tickers
This function takes the name (ticker) of a company listed on the BRVM stock exchange,
converts it to uppercase using toupper(), and returns information about the company's sector.
If the company is not found, a message is displayed indicating that the company does not exist. If a single match is found, the function returns the corresponding sector as a character string. If multiple matches are found, it returns a data frame containing both tickers and their sectors.
company_sector(company) ## S4 method for signature 'character' company_sector(company)company_sector(company) ## S4 method for signature 'character' company_sector(company)
company |
A character string specifying the ticker of a company listed on the BRVM stock exchange. |
A character string representing the sector of the company if a single match is found, or a data frame if multiple matches are found.
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Other Data Retrieval:
BRVM_bySector(),
BRVM_cap(),
BRVM_company_rank(),
BRVM_get(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
normality_test(),
stationarity_test()
company_sector("BICC") company_sector("SNTS")company_sector("BICC") company_sector("SNTS")
Create and return all available markets
CREATE_ALL_MARKETS(object) ## S4 method for signature 'missing' CREATE_ALL_MARKETS(object)CREATE_ALL_MARKETS(object) ## S4 method for signature 'missing' CREATE_ALL_MARKETS(object)
object |
ignored (use the "missing" method) |
A list of objects of type market_data or derived classes
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
Performs different types of normality test.
normality_test(x, type.test = "ALL") ## S4 method for signature 'numeric,character' normality_test(x, type.test = "ALL") ## S4 method for signature 'ts,character' normality_test(x, type.test = "ALL")normality_test(x, type.test = "ALL") ## S4 method for signature 'numeric,character' normality_test(x, type.test = "ALL") ## S4 method for signature 'ts,character' normality_test(x, type.test = "ALL")
x |
a numeric vector or time series.. |
type.test |
character such as "Anderson-Darling","Shapiro-Wilk","Jarque Bera","Cramer-von Mises","Shapiro-Francia","Lilliefors (Kolmogorov-Smirnov)","Pearson chi-square", "Agostino". |
a number that indicates the P-value of the normality test
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
stationarity_test
Other Test:
stationarity_test()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
stationarity_test()
library(goftest) library(tseries) library(nortest) library(fBasics) # one and a half week stock index # data including a weekend y <- ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37)) normality_test(y ,"Shapiro-Wilk") # You can test multiple methods simultaneously normality_test(y,type.test = c("anderson-darling","Shapiro-Wilk","agostino"))library(goftest) library(tseries) library(nortest) library(fBasics) # one and a half week stock index # data including a weekend y <- ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37)) normality_test(y ,"Shapiro-Wilk") # You can test multiple methods simultaneously normality_test(y,type.test = c("anderson-darling","Shapiro-Wilk","agostino"))
Show method for african_market
## S4 method for signature 'african_market' show(object)## S4 method for signature 'african_market' show(object)
object |
An object of class african_market. |
Performs different types of stationarity test.
stationarity_test(x, type.test) ## S4 method for signature 'numeric' stationarity_test(x, type.test) ## S4 method for signature 'ts' stationarity_test(x, type.test)stationarity_test(x, type.test) ## S4 method for signature 'numeric' stationarity_test(x, type.test) ## S4 method for signature 'ts' stationarity_test(x, type.test)
x |
a numeric vector or time series. |
type.test |
character such as "Box-Pierce and Ljung-Box","Kwiatkowski-Phillips-Schmidt-Shin (KPSS)", "Augmented Dickey-Fuller Test (ADF)", "Phillips-Perron Unit Root Test" |
a number that indicates the P-value of the stationarity test
Koffi Frederic SESSIE
Olabiyi Aurel Geoffroy ODJO
normality_test
Other Test:
normality_test()
Other BRVM:
BRVM_cap(),
BRVM_company_cap(),
BRVM_company_rank(),
BRVM_company_url(),
BRVM_plot(),
BRVM_rank(),
BRVM_stock_market(),
company_sector(),
normality_test()
library(tseries) # one and a half week stock index # data including a weekend y <-ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37)) stationarity_test(y, "Box-Pierce and Ljung-Box") stationarity_test(y, "ALL")library(tseries) # one and a half week stock index # data including a weekend y <-ts(c(5353.08,5409.24,5315.57,5270.53, 5211.66,NA,NA,5160.80,5172.37,5160.80,5172.37)) stationarity_test(y, "Box-Pierce and Ljung-Box") stationarity_test(y, "ALL")