tseries v0.10-11

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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
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
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Details

Date 2007-02-20
License GPL-2
Packaged Tue Feb 20 10:23:44 2007; hornik

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