Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.10-20)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-20
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 10th, 2009
Functions in tseries (0.10-20)
Search all functions
read.ts
Read Time Series Data
portfolio.optim
Portfolio Optimization
summary.arma
Summarizing ARMA Model Fits
summary.garch
Summarizing GARCH Model Fits
NelPlo
Nelson--Plosser Macroeconomic Time Series
plotOHLC
Plot Open-High-Low-Close Bar Chart
tcm
Monthly Yields on Treasury Securities
tsbootstrap
Bootstrap for General Stationary Data
arma
Fit ARMA Models to Time Series
kpss.test
KPSS Test for Stationarity
bds.test
BDS Test
tcmd
Daily Yields on Treasury Securities
USeconomic
U.S. Economic Variables
maxdrawdown
Maximum Drawdown or Maximum Loss
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
garch
Fit GARCH Models to Time Series
seqplot.ts
Plot Two Time Series
runs.test
Runs Test
irts
Irregularly Spaced Time-Series
sharpe
Sharpe Ratio
garch-methods
Methods for Fitted GARCH Models
jarque.bera.test
Jarque--Bera Test
sterling
Sterling Ratio
read.matrix
Read Matrix Data
irts-functions
Basic Functions for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
pp.test
Phillips--Perron Unit Root Test
ice.river
Icelandic River Data
surrogate
Generate Surrogate Data and Statistics
camp
Mount Campito Yearly Treering Data, -3435--1969.
white.test
White Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
irts-methods
Methods for Irregular Time-Series Objects
get.hist.quote
Download Historical Finance Data
arma-methods
Methods for Fitted ARMA Models
quadmap
Quadratic Map (Logistic Equation)
na.remove
NA Handling Routines for Time Series
po.test
Phillips--Ouliaris Cointegration Test