tseries v0.10-1

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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
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
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Details

Date 2006-05-10
License GPL (see file COPYING)
Packaged Wed May 10 18:11:12 2006; zeileis

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