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tseries (version 0.10-17)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-17
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-17)
Search all functions
read.matrix
Read Matrix Data
quadmap
Quadratic Map (Logistic Equation)
summary.arma
Summarizing ARMA Model Fits
na.remove
NA Handling Routines for Time Series
jarque.bera.test
Jarque--Bera Test
tcm
Monthly Yields on Treasury Securities
USeconomic
U.S. Economic Variables
arma
Fit ARMA Models to Time Series
read.ts
Read Time Series Data
sharpe
Sharpe Ratio
bev
Beveridge Wheat Price Index, 1500--1869.
garch-methods
Methods for Fitted GARCH Models
seqplot.ts
Plot Two Time Series
irts-functions
Basic Functions for Irregular Time-Series Objects
po.test
Phillips--Ouliaris Cointegration Test
white.test
White Neural Network Test for Nonlinearity
NelPlo
Nelson--Plosser Macroeconomic Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
adf.test
Augmented Dickey--Fuller Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
tcmd
Daily Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity
garch
Fit GARCH Models to Time Series
irts
Irregularly Spaced Time-Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
summary.garch
Summarizing GARCH Model Fits
irts-methods
Methods for Irregular Time-Series Objects
maxdrawdown
Maximum Drawdown or Maximum Loss
bds.test
BDS Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
runs.test
Runs Test
sterling
Sterling Ratio
arma-methods
Methods for Fitted ARMA Models
surrogate
Generate Surrogate Data and Statistics
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data