tseries v0.10-26


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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
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
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Last month downloads


Date 2011-08-09
License GPL-2
Packaged 2011-08-11 07:04:45 UTC; hornik
Repository CRAN
Date/Publication 2011-08-11 08:08:20

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