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⚠️There's a newer version (0.10-58) of this package.Take me there.

tseries (version 0.10-14)

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

194,794

Version

0.10-14

License

GPL-2

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.10-14)

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.