tseries v0.10-36

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

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

License GPL-2
NeedsCompilation yes
Packaged 2016-12-15 15:27:15 UTC; hornik
Repository CRAN
Date/Publication 2016-12-15 16:41:41

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