tseries v0.10-2


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


Date 2006-06-26
License GPL (see file COPYING)
Packaged Mon Jun 26 10:08:37 2006; hornik

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