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tseries (version 0.10-14)
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
194,794
Version
0.10-14
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-14)
Search all functions
irts-functions
Basic Functions for Irregular Time-Series Objects
kpss.test
KPSS Test for Stationarity
summary.arma
Summarizing ARMA Model Fits
pp.test
Phillips--Perron Unit Root Test
get.hist.quote
Download Historical Finance Data
irts-methods
Methods for Irregular Time-Series Objects
jarque.bera.test
Jarque--Bera Test
garch-methods
Methods for Fitted GARCH Models
sterling
Sterling Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
ice.river
Icelandic River Data
read.ts
Read Time Series Data
camp
Mount Campito Yearly Treering Data, -3435--1969.
runs.test
Runs Test
USeconomic
U.S. Economic Variables
read.matrix
Read Matrix Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test
White Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
bds.test
BDS Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss
na.remove
NA Handling Routines for Time Series
po.test
Phillips--Ouliaris Cointegration Test
arma-methods
Methods for Fitted ARMA Models
portfolio.optim
Portfolio Optimization
garch
Fit GARCH Models to Time Series
tcm
Monthly Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
summary.garch
Summarizing GARCH Model Fits
tcmd
Daily Yields on Treasury Securities
adf.test
Augmented Dickey--Fuller Test
sharpe
Sharpe Ratio
irts
Irregularly Spaced Time-Series
quadmap
Quadratic Map (Logistic Equation)
plotOHLC
Plot Open-High-Low-Close Bar Chart
surrogate
Generate Surrogate Data and Statistics
arma
Fit ARMA Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.