tseries v0.10-29


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


Date 2012-07-07
License GPL-2
Packaged 2012-07-07 09:32:04 UTC; hornik
Repository CRAN
Date/Publication 2012-07-07 09:31:07

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