tseries v0.10-31

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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
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
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Details

License GPL-2
Packaged 2013-04-16 11:07:17 UTC; hornik
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-04-16 13:09:55

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