tseries v0.10-3

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

Date 2006-06-26
License GPL (see file COPYING)
Packaged Mon Jun 26 21:48:01 2006; hornik

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