tseries v0.10-19

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

Date 2009-08-31
License GPL-2
Packaged 2009-08-31 07:50:37 UTC; hornik
Repository CRAN
Date/Publication 2009-08-31 08:14:10

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