tseries v0.10-20

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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
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
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Details

Date 2009-09-10
License GPL-2
Packaged 2009-09-10 18:52:33 UTC; hornik
Repository CRAN
Date/Publication 2009-09-10 19:02:38

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