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tseries (version 0.10-10)
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
144,883
Version
0.10-10
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-10)
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bds.test
BDS Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
arma
Fit ARMA Models to Time Series
USeconomic
U.S. Economic Variables
irts-methods
Methods for Irregular Time-Series Objects
read.matrix
Read Matrix Data
runs.test
Runs Test
pp.test
Phillips--Perron Unit Root Test
garch
Fit GARCH Models to Time Series
seqplot.ts
Plot Two Time Series
arma-methods
Methods for Fitted ARMA Models
garch-methods
Methods for Fitted GARCH Models
ice.river
Icelandic River Data
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
summary.arma
Summarizing ARMA Model Fits
portfolio.optim
Portfolio Optimization
tcm
Monthly Yields on Treasury Securities
get.hist.quote
Download Historical Finance Data
na.remove
NA Handling Routines for Time Series
quadmap
Quadratic Map (Logistic Equation)
read.ts
Read Time Series Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts
Irregularly Spaced Time-Series
surrogate
Generate Surrogate Data and Statistics
sterling
Sterling Ratio
maxdrawdown
Maximum Drawdown or Maximum Loss
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
tcmd
Daily Yields on Treasury Securities
plotOHLC
Plot Open-High-Low-Close Bar Chart
sharpe
Sharpe Ratio
tsbootstrap
Bootstrap for General Stationary Data
white.test
White Neural Network Test for Nonlinearity
jarque.bera.test
Jarque--Bera Test
kpss.test
KPSS Test for Stationarity