tseries v0.1-2


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Library for time series analysis

Functions in tseries

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

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