tseries v0.10-18

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

Date 2009-02-05
License GPL-2
Packaged Thu Feb 5 14:10:24 2009; hornik

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