tseries v0.10-35

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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License GPL-2
NeedsCompilation yes
Packaged 2016-05-02 07:49:42 UTC; hornik
Repository CRAN
Date/Publication 2016-05-02 13:58:30

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