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tseries (version 0.10-11)
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
443,801
Version
0.10-11
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-11)
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arma
Fit ARMA Models to Time Series
read.matrix
Read Matrix Data
tcmd
Daily Yields on Treasury Securities
irts
Irregularly Spaced Time-Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
irts-methods
Methods for Irregular Time-Series Objects
summary.arma
Summarizing ARMA Model Fits
po.test
Phillips--Ouliaris Cointegration Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
jarque.bera.test
Jarque--Bera Test
portfolio.optim
Portfolio Optimization
irts-functions
Basic Functions for Irregular Time-Series Objects
tsbootstrap
Bootstrap for General Stationary Data
summary.garch
Summarizing GARCH Model Fits
arma-methods
Methods for Fitted ARMA Models
white.test
White Neural Network Test for Nonlinearity
sharpe
Sharpe Ratio
na.remove
NA Handling Routines for Time Series
tcm
Monthly Yields on Treasury Securities
quadmap
Quadratic Map (Logistic Equation)
pp.test
Phillips--Perron Unit Root Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch
Fit GARCH Models to Time Series
get.hist.quote
Download Historical Finance Data
garch-methods
Methods for Fitted GARCH Models
bev
Beveridge Wheat Price Index, 1500--1869.
runs.test
Runs Test
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss
surrogate
Generate Surrogate Data and Statistics
bds.test
BDS Test
sterling
Sterling Ratio
ice.river
Icelandic River Data
USeconomic
U.S. Economic Variables
kpss.test
KPSS Test for Stationarity
adf.test
Augmented Dickey--Fuller Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
plotOHLC
Plot Open-High-Low-Close Bar Chart