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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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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-35
License
GPL-2
Maintainer
Kurt Hornik
Last Published
May 2nd, 2016
Functions in tseries (0.10-35)
Search functions
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