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tseries (version 0.10-29)
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
227,246
Version
0.10-29
License
GPL-2
Maintainer
Kurt Hornik
Last Published
July 7th, 2012
Functions in tseries (0.10-29)
Search all functions
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