Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.10-34)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-34
License
GPL-2
Maintainer
Kurt Hornik
Last Published
February 20th, 2015
Functions in tseries (0.10-34)
Search all functions
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