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tseries (version 0.10-61)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
153,368
Version
0.10-61
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
March 26th, 2026
Functions in tseries (0.10-61)
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pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
sterling
Sterling Ratio
summary.arma
Summarizing ARMA Model Fits
read.matrix
Read Matrix Data
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
runs.test
Runs Test
read.ts
Read Time Series Data
tsbootstrap
Bootstrap for General Stationary Data
irts-methods
Methods for Irregular Time-Series Objects
sharpe
Sharpe Ratio
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
plotOHLC
Plot Open-High-Low-Close Bar Chart
seqplot.ts
Plot Two Time Series
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
surrogate
Generate Surrogate Data and Statistics
USeconomic
U.S. Economic Variables
garch
Fit GARCH Models to Time Series
adf.test
Augmented Dickey--Fuller Test
bds.test
BDS Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
arma
Fit ARMA Models to Time Series
garch-methods
Methods for Fitted GARCH Models
arma-methods
Methods for Fitted ARMA Models
irts
Irregularly Spaced Time-Series
ice.river
Icelandic River Data
get.hist.quote
Download Historical Finance Data
na.remove
NA Handling Routines for Time Series
kpss.test
KPSS Test for Stationarity
bev
Beveridge Wheat Price Index, 1500--1869.
camp
Mount Campito Yearly Treering Data, -3435--1969.
quadmap
Quadratic Map (Logistic Equation)
jarque.bera.test
Jarque--Bera Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
maxdrawdown
Maximum Drawdown or Maximum Loss