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tseries (version 0.9-24)
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
0.9-24
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
November 11th, 2004
Functions in tseries (0.9-24)
Search functions
irts-functions
Basic Functions for Irregular Time-Series Objects
camp
Mount Campito Yearly Treering Data, -3435--1969.
maxdrawdown
Maximum Drawdown or Maximum Loss
na.remove
NA Handling Routines for Time Series
USeconomic
U.S. Economic Variables
bds.test
BDS Test
read.ts
Read Time Series Data
get.hist.quote
Download Historical Finance Data
garch
Fit GARCH Models to Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tseries-internal
Internal tseries functions
surrogate
Generate Surrogate Data and Statistics
plotOHLC
Plot Open-High-Low-Close Bar Chart
adf.test
Augmented Dickey--Fuller Test
garch-methods
Methods for Fitted GARCH Models
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity
white.test
White Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
arma-methods
Methods for Fitted ARMA Models
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
ice.river
Icelandic River Data
sterling
Sterling Ratio
summary.garch
Summarizing GARCH Model Fits
irts
Irregularly Spaced Time-Series
pp.test
Phillips--Perron Unit Root Test
runs.test
Runs Test
jarque.bera.test
Jarque--Bera Test
tsbootstrap
Bootstrap for General Stationary Data
summary.arma
Summarizing ARMA Model Fits
arma
Fit ARMA Models to Time Series
irts-methods
Methods for Irregular Time-Series Objects
seqplot.ts
Plot Two Time Series
read.matrix
Read Matrix Data
po.test
Phillips--Ouliaris Cointegration Test
portfolio.optim
Portfolio Optimization
NelPlo
Nelson--Plosser Macroeconomic Time Series
quadmap
Quadratic Map (Logistic Equation)
sharpe
Sharpe Ratio