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tseries (version 0.10-31)
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
144,883
Version
0.10-31
License
GPL-2
Maintainer
Kurt Hornik
Last Published
April 16th, 2013
Functions in tseries (0.10-31)
Search all functions
get.hist.quote
Download Historical Finance Data
USeconomic
U.S. Economic Variables
irts-functions
Basic Functions for Irregular Time-Series Objects
bev
Beveridge Wheat Price Index, 1500--1869.
garch
Fit GARCH Models to Time Series
irts
Irregularly Spaced Time-Series
jarque.bera.test
Jarque--Bera Test
garch-methods
Methods for Fitted GARCH Models
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
summary.arma
Summarizing ARMA Model Fits
tcmd
Daily Yields on Treasury Securities
portfolio.optim
Portfolio Optimization
seqplot.ts
Plot Two Time Series
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
arma
Fit ARMA Models to Time Series
po.test
Phillips--Ouliaris Cointegration Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.ts
Read Time Series Data
camp
Mount Campito Yearly Treering Data, -3435--1969.
ice.river
Icelandic River Data
sterling
Sterling Ratio
read.matrix
Read Matrix Data
quadmap
Quadratic Map (Logistic Equation)
surrogate
Generate Surrogate Data and Statistics
adf.test
Augmented Dickey--Fuller Test
bds.test
BDS Test
maxdrawdown
Maximum Drawdown or Maximum Loss
tsbootstrap
Bootstrap for General Stationary Data
runs.test
Runs Test
sharpe
Sharpe Ratio
plotOHLC
Plot Open-High-Low-Close Bar Chart
kpss.test
KPSS Test for Stationarity
na.remove
NA Handling Routines for Time Series
pp.test
Phillips--Perron Unit Root Test
arma-methods
Methods for Fitted ARMA Models
irts-methods
Methods for Irregular Time-Series Objects
tcm
Monthly Yields on Treasury Securities
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity