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tseries (version 0.10-24)
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
144,883
Version
0.10-24
License
GPL-2
Maintainer
Kurt Hornik
Last Published
December 7th, 2010
Functions in tseries (0.10-24)
Search all functions
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