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tseries (version 0.10-21)
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
149,443
Version
0.10-21
License
GPL-2
Maintainer
Kurt Hornik
Last Published
October 4th, 2009
Functions in tseries (0.10-21)
Search all functions
USeconomic
U.S. Economic Variables
garch
Fit GARCH Models to Time Series
portfolio.optim
Portfolio Optimization
NelPlo
Nelson--Plosser Macroeconomic Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
surrogate
Generate Surrogate Data and Statistics
get.hist.quote
Download Historical Finance Data
irts
Irregularly Spaced Time-Series
maxdrawdown
Maximum Drawdown or Maximum Loss
irts-methods
Methods for Irregular Time-Series Objects
plotOHLC
Plot Open-High-Low-Close Bar Chart
na.remove
NA Handling Routines for Time Series
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
summary.arma
Summarizing ARMA Model Fits
jarque.bera.test
Jarque--Bera Test
sterling
Sterling Ratio
white.test
White Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
tcmd
Daily Yields on Treasury Securities
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix
Read Matrix Data
kpss.test
KPSS Test for Stationarity
bds.test
BDS Test
seqplot.ts
Plot Two Time Series
quadmap
Quadratic Map (Logistic Equation)
arma
Fit ARMA Models to Time Series
pp.test
Phillips--Perron Unit Root Test
read.ts
Read Time Series Data
summary.garch
Summarizing GARCH Model Fits
ice.river
Icelandic River Data
runs.test
Runs Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
tcm
Monthly Yields on Treasury Securities
arma-methods
Methods for Fitted ARMA Models
garch-methods
Methods for Fitted GARCH Models
sharpe
Sharpe Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity