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tseries (version 0.10-27)
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
0.10-27
License
GPL-2
Maintainer
Kurt Hornik
Last Published
October 23rd, 2011
Functions in tseries (0.10-27)
Search all functions
adf.test
Augmented Dickey--Fuller Test
get.hist.quote
Download Historical Finance Data
irts
Irregularly Spaced Time-Series
arma-methods
Methods for Fitted ARMA Models
camp
Mount Campito Yearly Treering Data, -3435--1969.
plotOHLC
Plot Open-High-Low-Close Bar Chart
summary.arma
Summarizing ARMA Model Fits
maxdrawdown
Maximum Drawdown or Maximum Loss
garch-methods
Methods for Fitted GARCH Models
garch
Fit GARCH Models to Time Series
USeconomic
U.S. Economic Variables
read.matrix
Read Matrix Data
NelPlo
Nelson--Plosser Macroeconomic Time Series
quadmap
Quadratic Map (Logistic Equation)
sterling
Sterling Ratio
ice.river
Icelandic River Data
irts-functions
Basic Functions for Irregular Time-Series Objects
tcmd
Daily Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity
na.remove
NA Handling Routines for Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
arma
Fit ARMA Models to Time Series
surrogate
Generate Surrogate Data and Statistics
tsbootstrap
Bootstrap for General Stationary Data
portfolio.optim
Portfolio Optimization
po.test
Phillips--Ouliaris Cointegration Test
read.ts
Read Time Series Data
bev
Beveridge Wheat Price Index, 1500--1869.
sharpe
Sharpe Ratio
jarque.bera.test
Jarque--Bera Test
bds.test
BDS Test
pp.test
Phillips--Perron Unit Root Test
irts-methods
Methods for Irregular Time-Series Objects
seqplot.ts
Plot Two Time Series
runs.test
Runs Test
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tcm
Monthly Yields on Treasury Securities