tseries v0.10-10

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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
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
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Date 2007-02-11
License GPL-2
Packaged Sun Feb 11 22:50:52 2007; hornik

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