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tseries (version 0.10-36)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
443,801
Version
0.10-36
License
GPL-2
Maintainer
Kurt Hornik
Last Published
December 15th, 2016
Functions in tseries (0.10-36)
Search all functions
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