tseries v0.10-14


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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
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.
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Last month downloads


Date 2008-02-22
License GPL-2
Packaged Tue Feb 26 12:12:16 2008; hornik

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