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tseries (version 0.10-18)
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
144,883
Version
0.10-18
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-18)
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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