tseries v0.10-16

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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
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
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Details

Date 2008-07-18
License GPL-2
Packaged Fri Jul 18 12:17:00 2008; hornik

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