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tseries (version 0.10-22)
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
443,801
Version
0.10-22
License
GPL-2
Maintainer
Kurt Hornik
Last Published
November 22nd, 2009
Functions in tseries (0.10-22)
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arma
Fit ARMA Models to Time Series
bds.test
BDS Test
irts
Irregularly Spaced Time-Series
read.ts
Read Time Series Data
maxdrawdown
Maximum Drawdown or Maximum Loss
garch-methods
Methods for Fitted GARCH Models
camp
Mount Campito Yearly Treering Data, -3435--1969.
tcm
Monthly Yields on Treasury Securities
read.matrix
Read Matrix Data
NelPlo
Nelson--Plosser Macroeconomic Time Series
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
seqplot.ts
Plot Two Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
garch
Fit GARCH Models to Time Series
jarque.bera.test
Jarque--Bera Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
na.remove
NA Handling Routines for Time Series
tsbootstrap
Bootstrap for General Stationary Data
adf.test
Augmented Dickey--Fuller Test
summary.arma
Summarizing ARMA Model Fits
USeconomic
U.S. Economic Variables
plotOHLC
Plot Open-High-Low-Close Bar Chart
white.test
White Neural Network Test for Nonlinearity
arma-methods
Methods for Fitted ARMA Models
portfolio.optim
Portfolio Optimization
irts-methods
Methods for Irregular Time-Series Objects
ice.river
Icelandic River Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
sterling
Sterling Ratio
summary.garch
Summarizing GARCH Model Fits
sharpe
Sharpe Ratio
surrogate
Generate Surrogate Data and Statistics
runs.test
Runs Test
pp.test
Phillips--Perron Unit Root Test
quadmap
Quadratic Map (Logistic Equation)
get.hist.quote
Download Historical Finance Data
tcmd
Daily Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity