tseries v0.10-32


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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
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
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License GPL-2
Packaged 2013-05-13 14:34:48 UTC; hornik
NeedsCompilation yes
Repository CRAN
Date/Publication 2013-05-13 17:06:23

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