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tseries (version 0.10-55)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-55
License
GPL-2
Maintainer
Kurt Hornik
Last Published
December 6th, 2023
Functions in tseries (0.10-55)
Search functions
irts-methods
Methods for Irregular Time-Series Objects
irts-functions
Basic Functions for Irregular Time-Series Objects
sharpe
Sharpe Ratio
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
tcm
Monthly Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity
ice.river
Icelandic River Data
get.hist.quote
Download Historical Finance Data
maxdrawdown
Maximum Drawdown or Maximum Loss
quadmap
Quadratic Map (Logistic Equation)
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
read.matrix
Read Matrix Data
irts
Irregularly Spaced Time-Series
jarque.bera.test
Jarque--Bera Test
read.ts
Read Time Series Data
na.remove
NA Handling Routines for Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
runs.test
Runs Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
portfolio.optim
Portfolio Optimization
white.test
White Neural Network Test for Nonlinearity
summary.garch
Summarizing GARCH Model Fits
po.test
Phillips--Ouliaris Cointegration Test
pp.test
Phillips--Perron Unit Root Test
sterling
Sterling Ratio
surrogate
Generate Surrogate Data and Statistics
summary.arma
Summarizing ARMA Model Fits
bev
Beveridge Wheat Price Index, 1500--1869.
camp
Mount Campito Yearly Treering Data, -3435--1969.
arma
Fit ARMA Models to Time Series
bds.test
BDS Test
USeconomic
U.S. Economic Variables
adf.test
Augmented Dickey--Fuller Test
arma-methods
Methods for Fitted ARMA Models
garch-methods
Methods for Fitted GARCH Models
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch
Fit GARCH Models to Time Series