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tseries (version 0.10-26)
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
443,801
Version
0.10-26
License
GPL-2
Maintainer
Kurt Hornik
Last Published
August 11th, 2011
Functions in tseries (0.10-26)
Search all functions
quadmap
Quadratic Map (Logistic Equation)
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
arma
Fit ARMA Models to Time Series
portfolio.optim
Portfolio Optimization
ice.river
Icelandic River Data
garch-methods
Methods for Fitted GARCH Models
na.remove
NA Handling Routines for Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
arma-methods
Methods for Fitted ARMA Models
seqplot.ts
Plot Two Time Series
kpss.test
KPSS Test for Stationarity
tsbootstrap
Bootstrap for General Stationary Data
irts-methods
Methods for Irregular Time-Series Objects
USeconomic
U.S. Economic Variables
surrogate
Generate Surrogate Data and Statistics
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
bev
Beveridge Wheat Price Index, 1500--1869.
sterling
Sterling Ratio
read.matrix
Read Matrix Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
maxdrawdown
Maximum Drawdown or Maximum Loss
pp.test
Phillips--Perron Unit Root Test
white.test
White Neural Network Test for Nonlinearity
get.hist.quote
Download Historical Finance Data
tcm
Monthly Yields on Treasury Securities
irts
Irregularly Spaced Time-Series
bds.test
BDS Test
runs.test
Runs Test
read.ts
Read Time Series Data
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch
Fit GARCH Models to Time Series
summary.garch
Summarizing GARCH Model Fits
sharpe
Sharpe Ratio
tcmd
Daily Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits
jarque.bera.test
Jarque--Bera Test
plotOHLC
Plot Open-High-Low-Close Bar Chart