tseries v0.10-33

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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Details

License GPL-2
Packaged 2015-02-10 17:08:32 UTC; hornik
NeedsCompilation yes
Repository CRAN
Date/Publication 2015-02-10 18:36:00

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