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tseries (version 0.10-1)
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
149,443
Version
0.10-1
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-1)
Search all functions
kpss.test
KPSS Test for Stationarity
summary.garch
Summarizing GARCH Model Fits
irts-functions
Basic Functions for Irregular Time-Series Objects
garch
Fit GARCH Models to Time Series
garch-methods
Methods for Fitted GARCH Models
plotOHLC
Plot Open-High-Low-Close Bar Chart
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.matrix
Read Matrix Data
tcmd
Daily Yields on Treasury Securities
bds.test
BDS Test
jarque.bera.test
Jarque--Bera Test
bev
Beveridge Wheat Price Index, 1500--1869.
sharpe
Sharpe Ratio
quadmap
Quadratic Map (Logistic Equation)
adf.test
Augmented Dickey--Fuller Test
ice.river
Icelandic River Data
po.test
Phillips--Ouliaris Cointegration Test
get.hist.quote
Download Historical Finance Data
arma-methods
Methods for Fitted ARMA Models
sterling
Sterling Ratio
white.test
White Neural Network Test for Nonlinearity
runs.test
Runs Test
seqplot.ts
Plot Two Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
tsbootstrap
Bootstrap for General Stationary Data
tcm
Monthly Yields on Treasury Securities
arma
Fit ARMA Models to Time Series
irts
Irregularly Spaced Time-Series
na.remove
NA Handling Routines for Time Series
USeconomic
U.S. Economic Variables
read.ts
Read Time Series Data
irts-methods
Methods for Irregular Time-Series Objects
surrogate
Generate Surrogate Data and Statistics
maxdrawdown
Maximum Drawdown or Maximum Loss
portfolio.optim
Portfolio Optimization
pp.test
Phillips--Perron Unit Root Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
summary.arma
Summarizing ARMA Model Fits
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices