tseries v0.10-24

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

Date 2010-12-07
License GPL-2
Packaged 2010-12-07 08:20:09 UTC; hornik
Repository CRAN
Date/Publication 2010-12-07 08:28:03

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