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tseries (version 0.10-5)
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
216,287
Version
0.10-5
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 7th, 2006
Functions in tseries (0.10-5)
Search functions
garch-methods
Methods for Fitted GARCH Models
arma
Fit ARMA Models to Time Series
bds.test
BDS Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
irts
Irregularly Spaced Time-Series
portfolio.optim
Portfolio Optimization
tcm
Monthly Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
na.remove
NA Handling Routines for Time Series
kpss.test
KPSS Test for Stationarity
tcmd
Daily Yields on Treasury Securities
read.matrix
Read Matrix Data
maxdrawdown
Maximum Drawdown or Maximum Loss
runs.test
Runs Test
arma-methods
Methods for Fitted ARMA Models
pp.test
Phillips--Perron Unit Root Test
get.hist.quote
Download Historical Finance Data
sharpe
Sharpe Ratio
camp
Mount Campito Yearly Treering Data, -3435--1969.
irts-methods
Methods for Irregular Time-Series Objects
sterling
Sterling Ratio
ice.river
Icelandic River Data
read.ts
Read Time Series Data
summary.garch
Summarizing GARCH Model Fits
po.test
Phillips--Ouliaris Cointegration Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
plotOHLC
Plot Open-High-Low-Close Bar Chart
USeconomic
U.S. Economic Variables
surrogate
Generate Surrogate Data and Statistics
bev
Beveridge Wheat Price Index, 1500--1869.
adf.test
Augmented Dickey--Fuller Test
irts-functions
Basic Functions for Irregular Time-Series Objects
jarque.bera.test
Jarque--Bera Test
garch
Fit GARCH Models to Time Series
quadmap
Quadratic Map (Logistic Equation)
summary.arma
Summarizing ARMA Model Fits
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test
White Neural Network Test for Nonlinearity