tseries v0.10-12


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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
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
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Last month downloads


Date 2007-11-04
License GPL-2
Packaged Sun Nov 4 18:42:23 2007; hornik

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