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tseries (version 0.10-2)
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
182,356
Version
0.10-2
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
June 26th, 2006
Functions in tseries (0.10-2)
Search functions
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