tseries v0.10-30

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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
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
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License GPL-2
Packaged 2012-12-22 12:40:48 UTC; hornik
Repository CRAN
Date/Publication 2012-12-22 13:50:28

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