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tseries (version 0.9-22)
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
0.9-22
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-22)
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arma
Fit ARMA Models to Time Series
jarque.bera.test
Jarque--Bera Test
bds.test
BDS Test
garch
Fit GARCH Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
na.remove
NA Handling Routines for Time Series
kpss.test
KPSS Test for Stationarity
irts
Irregularly Spaced Time-Series
portfolio.optim
Portfolio Optimization
irts-functions
Basic Functions for Irregular Time-Series Objects
maxdrawdown
Maximum Drawdown or Maximum Loss
get.hist.quote
Download Historical Finance Data
summary.arma
Summarizing ARMA Model Fits
tseries-internal
Internal tseries functions
sterling
Sterling Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
runs.test
Runs Test
seqplot.ts
Plot Two Time Series
read.ts
Read Time Series Data
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
summary.garch
Summarizing GARCH Model Fits
quadmap
Quadratic Map (Logistic Equation)
irts-methods
Methods for Irregular Time-Series Objects
USeconomic
U.S. Economic Variables
arma-methods
Methods for Fitted ARMA Models
tcm
Monthly Yields on Treasury Securities
camp
Mount Campito Yearly Treering Data, -3435--1969.
ice.river
Icelandic River Data
po.test
Phillips--Ouliaris Cointegration Test
tcmd
Daily Yields on Treasury Securities
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
garch-methods
Methods for Fitted GARCH Models
plotOHLC
Plot Open-High-Low-Close Bar Chart
sharpe
Sharpe Ratio
white.test
White Neural Network Test for Nonlinearity
pp.test
Phillips--Perron Unit Root Test
read.matrix
Read Matrix Data
surrogate
Generate Surrogate Data and Statistics