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tseries (version 0.10-35)

Time Series Analysis and Computational Finance

Description

Time series analysis and computational finance.

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Version

Install

install.packages('tseries')

Monthly Downloads

149,443

Version

0.10-35

License

GPL-2

Maintainer

Kurt Hornik

Last Published

May 2nd, 2016

Functions in tseries (0.10-35)

garch

Fit GARCH Models to Time Series
bev

Beveridge Wheat Price Index, 1500--1869.
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
NelPlo

Nelson--Plosser Macroeconomic Time Series
pp.test

Phillips--Perron Unit Root Test
arma-methods

Methods for Fitted ARMA Models
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
camp

Mount Campito Yearly Treering Data, -3435--1969.
garch-methods

Methods for Fitted GARCH Models
summary.garch

Summarizing GARCH Model Fits
tcm

Monthly Yields on Treasury Securities
arma

Fit ARMA Models to Time Series
bds.test

BDS Test
sharpe

Sharpe Ratio
seqplot.ts

Plot Two Time Series
read.ts

Read Time Series Data
quadmap

Quadratic Map (Logistic Equation)
surrogate

Generate Surrogate Data and Statistics
portfolio.optim

Portfolio Optimization
po.test

Phillips--Ouliaris Cointegration Test
adf.test

Augmented Dickey--Fuller Test
na.remove

NA Handling Routines for Time Series
get.hist.quote

Download Historical Finance Data
summary.arma

Summarizing ARMA Model Fits
ice.river

Icelandic River Data
irts-methods

Methods for Irregular Time-Series Objects
jarque.bera.test

Jarque--Bera Test
tsbootstrap

Bootstrap for General Stationary Data
read.matrix

Read Matrix Data
plotOHLC

Plot Open-High-Low-Close Bar Chart
runs.test

Runs Test
sterling

Sterling Ratio
kpss.test

KPSS Test for Stationarity
maxdrawdown

Maximum Drawdown or Maximum Loss
irts-functions

Basic Functions for Irregular Time-Series Objects
white.test

White Neural Network Test for Nonlinearity
USeconomic

U.S. Economic Variables
irts

Irregularly Spaced Time-Series
tcmd

Daily Yields on Treasury Securities