tseries v0.10-27

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

Date 2011-10-23
License GPL-2
Packaged 2011-10-23 19:49:21 UTC; hornik
Repository CRAN
Date/Publication 2011-10-23 19:54:51

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