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tseries (version 0.10-33)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-33
License
GPL-2
Maintainer
Kurt Hornik
Last Published
February 10th, 2015
Functions in tseries (0.10-33)
Search functions
ice.river
Icelandic River Data
arma
Fit ARMA Models to Time Series
kpss.test
KPSS Test for Stationarity
adf.test
Augmented Dickey--Fuller Test
arma-methods
Methods for Fitted ARMA Models
sterling
Sterling Ratio
get.hist.quote
Download Historical Finance Data
bds.test
BDS Test
irts-functions
Basic Functions for Irregular Time-Series Objects
bev
Beveridge Wheat Price Index, 1500--1869.
portfolio.optim
Portfolio Optimization
jarque.bera.test
Jarque--Bera Test
read.matrix
Read Matrix Data
irts
Irregularly Spaced Time-Series
plotOHLC
Plot Open-High-Low-Close Bar Chart
na.remove
NA Handling Routines for Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
read.ts
Read Time Series Data
maxdrawdown
Maximum Drawdown or Maximum Loss
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tcmd
Daily Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits
irts-methods
Methods for Irregular Time-Series Objects
surrogate
Generate Surrogate Data and Statistics
tcm
Monthly Yields on Treasury Securities
po.test
Phillips--Ouliaris Cointegration Test
summary.garch
Summarizing GARCH Model Fits
tsbootstrap
Bootstrap for General Stationary Data
garch-methods
Methods for Fitted GARCH Models
seqplot.ts
Plot Two Time Series
pp.test
Phillips--Perron Unit Root Test
quadmap
Quadratic Map (Logistic Equation)
sharpe
Sharpe Ratio
garch
Fit GARCH Models to Time Series
white.test
White Neural Network Test for Nonlinearity
NelPlo
Nelson--Plosser Macroeconomic Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
USeconomic
U.S. Economic Variables
runs.test
Runs Test