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tseries (version 0.10-12)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.10-12

License

GPL-2

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.10-12)

pp.test

Phillips--Perron Unit Root Test
read.ts

Read Time Series Data
white.test

White Neural Network Test for Nonlinearity
bds.test

BDS Test
kpss.test

KPSS Test for Stationarity
sterling

Sterling Ratio
adf.test

Augmented Dickey--Fuller Test
seqplot.ts

Plot Two Time Series
quadmap

Quadratic Map (Logistic Equation)
camp

Mount Campito Yearly Treering Data, -3435--1969.
portfolio.optim

Portfolio Optimization
plotOHLC

Plot Open-High-Low-Close Bar Chart
summary.arma

Summarizing ARMA Model Fits
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix

Read Matrix Data
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
garch

Fit GARCH Models to Time Series
po.test

Phillips--Ouliaris Cointegration Test
jarque.bera.test

Jarque--Bera Test
tcmd

Daily Yields on Treasury Securities
arma-methods

Methods for Fitted ARMA Models
maxdrawdown

Maximum Drawdown or Maximum Loss
USeconomic

U.S. Economic Variables
summary.garch

Summarizing GARCH Model Fits
NelPlo

Nelson--Plosser Macroeconomic Time Series
na.remove

NA Handling Routines for Time Series
arma

Fit ARMA Models to Time Series
tsbootstrap

Bootstrap for General Stationary Data
irts-functions

Basic Functions for Irregular Time-Series Objects
irts

Irregularly Spaced Time-Series
ice.river

Icelandic River Data
runs.test

Runs Test
tcm

Monthly Yields on Treasury Securities
surrogate

Generate Surrogate Data and Statistics
sharpe

Sharpe Ratio
get.hist.quote

Download Historical Finance Data
garch-methods

Methods for Fitted GARCH Models
bev

Beveridge Wheat Price Index, 1500--1869.
irts-methods

Methods for Irregular Time-Series Objects