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tseries (version 0.10-32)
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
0.10-32
License
GPL-2
Maintainer
Kurt Hornik
Last Published
May 13th, 2013
Functions in tseries (0.10-32)
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bev
Beveridge Wheat Price Index, 1500--1869.
bds.test
BDS Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
arma-methods
Methods for Fitted ARMA Models
get.hist.quote
Download Historical Finance Data
USeconomic
U.S. Economic Variables
plotOHLC
Plot Open-High-Low-Close Bar Chart
garch-methods
Methods for Fitted GARCH Models
quadmap
Quadratic Map (Logistic Equation)
garch
Fit GARCH Models to Time Series
arma
Fit ARMA Models to Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
ice.river
Icelandic River Data
portfolio.optim
Portfolio Optimization
irts-functions
Basic Functions for Irregular Time-Series Objects
summary.arma
Summarizing ARMA Model Fits
kpss.test
KPSS Test for Stationarity
white.test
White Neural Network Test for Nonlinearity
jarque.bera.test
Jarque--Bera Test
runs.test
Runs Test
pp.test
Phillips--Perron Unit Root Test
read.ts
Read Time Series Data
irts
Irregularly Spaced Time-Series
irts-methods
Methods for Irregular Time-Series Objects
surrogate
Generate Surrogate Data and Statistics
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
maxdrawdown
Maximum Drawdown or Maximum Loss
sterling
Sterling Ratio
na.remove
NA Handling Routines for Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
adf.test
Augmented Dickey--Fuller Test
read.matrix
Read Matrix Data
po.test
Phillips--Ouliaris Cointegration Test
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
summary.garch
Summarizing GARCH Model Fits
tsbootstrap
Bootstrap for General Stationary Data
sharpe
Sharpe Ratio
tcm
Monthly Yields on Treasury Securities