tseries v0.10-28

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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
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
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Details

Date 2012-02-20
License GPL-2
Packaged 2012-02-21 10:09:29 UTC; hornik
Repository CRAN
Date/Publication 2012-02-21 10:23:38

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