tseries v0.10-34


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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
seqplot.ts Plot Two Time Series
arma-methods Methods for Fitted ARMA Models
irts-methods Methods for Irregular Time-Series Objects
ice.river Icelandic River Data
white.test White Neural Network Test for Nonlinearity
sterling Sterling Ratio
pp.test Phillips--Perron Unit Root Test
NelPlo Nelson--Plosser Macroeconomic Time Series
portfolio.optim Portfolio Optimization
quadmap Quadratic Map (Logistic Equation)
kpss.test KPSS Test for Stationarity
adf.test Augmented Dickey--Fuller Test
irts-functions Basic Functions for Irregular Time-Series Objects
get.hist.quote Download Historical Finance Data
tcm Monthly Yields on Treasury Securities
bev Beveridge Wheat Price Index, 1500--1869.
sharpe Sharpe Ratio
runs.test Runs Test
read.ts Read Time Series Data
read.matrix Read Matrix Data
maxdrawdown Maximum Drawdown or Maximum Loss
plotOHLC Plot Open-High-Low-Close Bar Chart
bds.test BDS Test
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
summary.arma Summarizing ARMA Model Fits
jarque.bera.test Jarque--Bera Test
surrogate Generate Surrogate Data and Statistics
garch Fit GARCH Models to Time Series
camp Mount Campito Yearly Treering Data, -3435--1969.
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tcmd Daily Yields on Treasury Securities
po.test Phillips--Ouliaris Cointegration Test
tsbootstrap Bootstrap for General Stationary Data
arma Fit ARMA Models to Time Series
na.remove NA Handling Routines for Time Series
USeconomic U.S. Economic Variables
summary.garch Summarizing GARCH Model Fits
irts Irregularly Spaced Time-Series
garch-methods Methods for Fitted GARCH Models
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License GPL-2
Packaged 2015-02-20 12:43:13 UTC; hornik
NeedsCompilation yes
Repository CRAN
Date/Publication 2015-02-20 14:16:24

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