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tseries (version 0.10-25)
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
149,443
Version
0.10-25
License
GPL-2
Maintainer
Kurt Hornik
Last Published
February 7th, 2011
Functions in tseries (0.10-25)
Search all functions
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.