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tseries (version 0.9-10)
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
0.9-10
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
March 4th, 2003
Functions in tseries (0.9-10)
Search functions
camp
Mount Campito Yearly Treering Data, -3435--1969.
read.ts
Read Time Series Data
runs.test
Runs Test
USeconomic
U.S. Economic Variables
plotOHLC
Plot Open--High--Low--Close Bar Chart
irts-methods
Methods for Irregular Time-Series Objects
arma-methods
Methods for Fitted ARMA Models
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
na.remove
NA Handling Routines for Time Series
tseries-internal
Internal tseries functions
garch-methods
Methods for Fitted GARCH Models
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim
Portfolio Optimization
white.test
White Neural Network Test for Nonlinearity
get.hist.quote
Download Historical Finance Data
garch
Fit GARCH Models to Time Series
irts
Irregularly Spaced Time-Series
quadmap
Quadratic Map (Logistic Equation)
tcmd
Daily Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits
sharpe
Sharpe Ratio
bev
Beveridge Wheat Price Index, 1500--1869.
po.test
Phillips--Ouliaris Cointegration Test
tsbootstrap
Bootstrap for General Stationary Data
adf.test
Augmented Dickey--Fuller Test
read.matrix
Read Matrix Data
pp.test
Phillips--Perron Unit Root Test
arma
Fit ARMA Models to Time Series
sterling
Sterling Ratio
NelPlo
Nelson--Plosser Macroeconomic Time Series
jarque.bera.test
Jarque--Bera Test
maxdrawdown
Maximum Drawdown or Maximum Loss
bds.test
BDS Test
ice.river
Icelandic River Data
summary.garch
Summarizing GARCH Model Fits
seqplot.ts
Plot Two Time Series
irts-functions
Basic Functions for Irregular Time-Series Objects
tcm
Monthly Yields on Treasury Securities
surrogate
Generate Surrogate Data and Statistics
kpss.test
KPSS Test for Stationarity