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tseries (version 0.10-28)
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
144,883
Version
0.10-28
License
GPL-2
Maintainer
Kurt Hornik
Last Published
February 21st, 2012
Functions in tseries (0.10-28)
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pp.test
Phillips--Perron Unit Root Test
garch-methods
Methods for Fitted GARCH Models
runs.test
Runs Test
bev
Beveridge Wheat Price Index, 1500--1869.
sterling
Sterling Ratio
seqplot.ts
Plot Two Time Series
jarque.bera.test
Jarque--Bera Test
kpss.test
KPSS Test for Stationarity
summary.garch
Summarizing GARCH Model Fits
na.remove
NA Handling Routines for Time Series
arma-methods
Methods for Fitted ARMA Models
NelPlo
Nelson--Plosser Macroeconomic Time Series
portfolio.optim
Portfolio Optimization
garch
Fit GARCH Models to Time Series
summary.arma
Summarizing ARMA Model Fits
po.test
Phillips--Ouliaris Cointegration Test
maxdrawdown
Maximum Drawdown or Maximum Loss
irts-methods
Methods for Irregular Time-Series Objects
USeconomic
U.S. Economic Variables
adf.test
Augmented Dickey--Fuller Test
arma
Fit ARMA Models to Time Series
irts-functions
Basic Functions for Irregular Time-Series Objects
tcm
Monthly Yields on Treasury Securities
bds.test
BDS Test
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
read.matrix
Read Matrix Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
sharpe
Sharpe Ratio
irts
Irregularly Spaced Time-Series
surrogate
Generate Surrogate Data and Statistics
tsbootstrap
Bootstrap for General Stationary Data
quadmap
Quadratic Map (Logistic Equation)
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test
White Neural Network Test for Nonlinearity
plotOHLC
Plot Open-High-Low-Close Bar Chart
camp
Mount Campito Yearly Treering Data, -3435--1969.
read.ts
Read Time Series Data
tcmd
Daily Yields on Treasury Securities