tseries v0.10-17


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


Date 2009-01-11
License GPL-2
Packaged Sun Jan 11 18:22:03 2009; hornik

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