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tseries (version 0.10-0)
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
182,356
Version
0.10-0
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
October 25th, 2005
Functions in tseries (0.10-0)
Search functions
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