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tseries (version 0.9-16)
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
0.9-16
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-16)
Search all functions
bds.test
BDS Test
arma-methods
Methods for Fitted ARMA Models
plotOHLC
Plot Open--High--Low--Close Bar Chart
jarque.bera.test
Jarque--Bera Test
white.test
White Neural Network Test for Nonlinearity
na.remove
NA Handling Routines for Time Series
sterling
Sterling Ratio
NelPlo
Nelson--Plosser Macroeconomic Time Series
tsbootstrap
Bootstrap for General Stationary Data
read.matrix
Read Matrix Data
camp
Mount Campito Yearly Treering Data, -3435--1969.
ice.river
Icelandic River Data
summary.arma
Summarizing ARMA Model Fits
quadmap
Quadratic Map (Logistic Equation)
surrogate
Generate Surrogate Data and Statistics
irts
Irregularly Spaced Time-Series
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
get.hist.quote
Download Historical Finance Data
irts-functions
Basic Functions for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
tcm
Monthly Yields on Treasury Securities
sharpe
Sharpe Ratio
garch
Fit GARCH Models to Time Series
portfolio.optim
Portfolio Optimization
tseries-internal
Internal tseries functions
bev
Beveridge Wheat Price Index, 1500--1869.
po.test
Phillips--Ouliaris Cointegration Test
tcmd
Daily Yields on Treasury Securities
runs.test
Runs Test
irts-methods
Methods for Irregular Time-Series Objects
pp.test
Phillips--Perron Unit Root Test
USeconomic
U.S. Economic Variables
seqplot.ts
Plot Two Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.ts
Read Time Series Data
garch-methods
Methods for Fitted GARCH Models
kpss.test
KPSS Test for Stationarity
arma
Fit ARMA Models to Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss