tseries v0.10-15

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

Date 2008-05-08
License GPL-2
Packaged Thu May 8 13:41:16 2008; hornik

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