tseries v0.10-21

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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
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
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Details

Date 2009-10-04
License GPL-2
Packaged 2009-10-04 18:45:07 UTC; hornik
Repository CRAN
Date/Publication 2009-10-04 18:51:22

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