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tseries (version 0.10-16)
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
443,801
Version
0.10-16
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-16)
Search all functions
get.hist.quote
Download Historical Finance Data
irts
Irregularly Spaced Time-Series
sterling
Sterling Ratio
read.ts
Read Time Series Data
USeconomic
U.S. Economic Variables
garch-methods
Methods for Fitted GARCH Models
NelPlo
Nelson--Plosser Macroeconomic Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
sharpe
Sharpe Ratio
plotOHLC
Plot Open-High-Low-Close Bar Chart
garch
Fit GARCH Models to Time Series
irts-functions
Basic Functions for Irregular Time-Series Objects
jarque.bera.test
Jarque--Bera Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
na.remove
NA Handling Routines for Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
ice.river
Icelandic River Data
maxdrawdown
Maximum Drawdown or Maximum Loss
surrogate
Generate Surrogate Data and Statistics
quadmap
Quadratic Map (Logistic Equation)
po.test
Phillips--Ouliaris Cointegration Test
portfolio.optim
Portfolio Optimization
white.test
White Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
adf.test
Augmented Dickey--Fuller Test
kpss.test
KPSS Test for Stationarity
arma-methods
Methods for Fitted ARMA Models
runs.test
Runs Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
seqplot.ts
Plot Two Time Series
tcm
Monthly Yields on Treasury Securities
bds.test
BDS Test
arma
Fit ARMA Models to Time Series
read.matrix
Read Matrix Data
pp.test
Phillips--Perron Unit Root Test
irts-methods
Methods for Irregular Time-Series Objects
summary.garch
Summarizing GARCH Model Fits
tcmd
Daily Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits