tseries v0.10-25

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

Date 2011-02-07
License GPL-2
Packaged 2011-02-07 17:24:04 UTC; hornik
Repository CRAN
Date/Publication 2011-02-07 17:26:59

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