tseries v0.1-1


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Library for time series analysis

Functions in tseries

Name Description
treering Yearly Treering Data, -6000-1979.
print.bdstest Print BDS Test
runs.test Runs Test
read.ts Read Time Series Data
kernel Smoothing Kernel Objects
amif Auto Mutual Information Function
surrogate Generate Surrogate Data
finance Daily Closing Prices of Major European Stock Indices, 1991-1998.
adf.test Augmented Dickey-Fuller Test
cumulative.periodogram Cumulative Periodogram
intgrt Discrete Integrals
embed Embedding a Time Series
toeplitz Form Symmetric Toeplitz Matrix
is.univariate.ts Test for Univariate Time Series
spectrum Spectrum Estimation
ccf Crosscorrelation Function
sales Sales Data with Leading Indicator.
cross spectra Cross Spectra Estimation
acf Autocorrelation Function
pp.test Phillips-Perron Unit Root Test
box.test Box-Pierce and Box-Ljung Test
portfolio.optim Portfolio Optimization
tsparam Time Series Paramater Object
quadmap Quadratic Map (Logistic Equation)
bds.test BDS Test
pacf Partial Autocorrelation Function
sunspot Yearly Sunspot Data, 1700-1988. Monthly Sunspot Data, 1749-1997.
read.matrix Read Matrix Data
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License GPL version 2 or newer; see file COPYING

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