tseries v0.10-13


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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
ice.river Icelandic River Data
tsbootstrap Bootstrap for General Stationary Data
arma-methods Methods for Fitted ARMA Models
irts Irregularly Spaced Time-Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
read.matrix Read Matrix Data
seqplot.ts Plot Two Time Series
sterling Sterling Ratio
garch Fit GARCH Models to Time Series
adf.test Augmented Dickey--Fuller Test
kpss.test KPSS Test for Stationarity
sharpe Sharpe Ratio
pp.test Phillips--Perron Unit Root Test
white.test White Neural Network Test for Nonlinearity
NelPlo Nelson--Plosser Macroeconomic Time Series
read.ts Read Time Series Data
garch-methods Methods for Fitted GARCH Models
irts-methods Methods for Irregular Time-Series Objects
get.hist.quote Download Historical Finance Data
camp Mount Campito Yearly Treering Data, -3435--1969.
plotOHLC Plot Open-High-Low-Close Bar Chart
po.test Phillips--Ouliaris Cointegration Test
maxdrawdown Maximum Drawdown or Maximum Loss
tcmd Daily Yields on Treasury Securities
na.remove NA Handling Routines for Time Series
surrogate Generate Surrogate Data and Statistics
summary.garch Summarizing GARCH Model Fits
summary.arma Summarizing ARMA Model Fits
USeconomic U.S. Economic Variables
irts-functions Basic Functions for Irregular Time-Series Objects
runs.test Runs Test
tcm Monthly Yields on Treasury Securities
portfolio.optim Portfolio Optimization
bev Beveridge Wheat Price Index, 1500--1869.
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
arma Fit ARMA Models to Time Series
quadmap Quadratic Map (Logistic Equation)
jarque.bera.test Jarque--Bera Test
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Date 2007-12-13
License GPL-2
Packaged Thu Dec 13 09:21:20 2007; hornik

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