tseries v0.10-23

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

Date 2010-11-14
License GPL-2
Packaged 2010-11-14 15:52:05 UTC; hornik
Repository CRAN
Date/Publication 2010-11-14 16:11:19

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