tseries v0.10-22

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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
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
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Details

Date 2009-11-22
License GPL-2
Packaged 2009-11-22 19:03:45 UTC; hornik
Repository CRAN
Date/Publication 2009-11-22 19:06:50

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