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tseries (version 0.10-13)
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
149,443
Version
0.10-13
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-13)
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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