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tseries (version 0.9-21)
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
0.9-21
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-21)
Search all functions
po.test
Phillips--Ouliaris Cointegration Test
garch-methods
Methods for Fitted GARCH Models
na.remove
NA Handling Routines for Time Series
get.hist.quote
Download Historical Finance Data
USeconomic
U.S. Economic Variables
arma
Fit ARMA Models to Time Series
garch
Fit GARCH Models to Time Series
NelPlo
Nelson--Plosser Macroeconomic Time Series
kpss.test
KPSS Test for Stationarity
read.ts
Read Time Series Data
irts
Irregularly Spaced Time-Series
pp.test
Phillips--Perron Unit Root Test
irts-functions
Basic Functions for Irregular Time-Series Objects
plotOHLC
Plot Open--High--Low--Close Bar Chart
tcm
Monthly Yields on Treasury Securities
maxdrawdown
Maximum Drawdown or Maximum Loss
summary.arma
Summarizing ARMA Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim
Portfolio Optimization
tsbootstrap
Bootstrap for General Stationary Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix
Read Matrix Data
bev
Beveridge Wheat Price Index, 1500--1869.
quadmap
Quadratic Map (Logistic Equation)
white.test
White Neural Network Test for Nonlinearity
tcmd
Daily Yields on Treasury Securities
arma-methods
Methods for Fitted ARMA Models
surrogate
Generate Surrogate Data and Statistics
tseries-internal
Internal tseries functions
adf.test
Augmented Dickey--Fuller Test
summary.garch
Summarizing GARCH Model Fits
runs.test
Runs Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
jarque.bera.test
Jarque--Bera Test
ice.river
Icelandic River Data
seqplot.ts
Plot Two Time Series
sterling
Sterling Ratio
bds.test
BDS Test
irts-methods
Methods for Irregular Time-Series Objects
sharpe
Sharpe Ratio