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tseries (version 0.10-30)
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
149,443
Version
0.10-30
License
GPL-2
Maintainer
Kurt Hornik
Last Published
December 22nd, 2012
Functions in tseries (0.10-30)
Search all functions
summary.arma
Summarizing ARMA Model Fits
jarque.bera.test
Jarque--Bera Test
garch
Fit GARCH Models to Time Series
tsbootstrap
Bootstrap for General Stationary Data
irts
Irregularly Spaced Time-Series
read.matrix
Read Matrix Data
irts-methods
Methods for Irregular Time-Series Objects
arma
Fit ARMA Models to Time Series
sharpe
Sharpe Ratio
camp
Mount Campito Yearly Treering Data, -3435--1969.
bev
Beveridge Wheat Price Index, 1500--1869.
NelPlo
Nelson--Plosser Macroeconomic Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
garch-methods
Methods for Fitted GARCH Models
white.test
White Neural Network Test for Nonlinearity
portfolio.optim
Portfolio Optimization
plotOHLC
Plot Open-High-Low-Close Bar Chart
na.remove
NA Handling Routines for Time Series
surrogate
Generate Surrogate Data and Statistics
adf.test
Augmented Dickey--Fuller Test
tcm
Monthly Yields on Treasury Securities
bds.test
BDS Test
runs.test
Runs Test
irts-functions
Basic Functions for Irregular Time-Series Objects
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
po.test
Phillips--Ouliaris Cointegration Test
sterling
Sterling Ratio
kpss.test
KPSS Test for Stationarity
maxdrawdown
Maximum Drawdown or Maximum Loss
summary.garch
Summarizing GARCH Model Fits
pp.test
Phillips--Perron Unit Root Test
quadmap
Quadratic Map (Logistic Equation)
tcmd
Daily Yields on Treasury Securities
arma-methods
Methods for Fitted ARMA Models
USeconomic
U.S. Economic Variables
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series