tseries v0.10-0

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by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

Functions in tseries

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

Date 2005-10-25
License GPL (see file COPYING)
Packaged Mon Oct 24 21:56:15 2005; hornik

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