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tseries (version 0.10-37)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-37
License
GPL-2
Maintainer
Kurt Hornik
Last Published
January 17th, 2017
Functions in tseries (0.10-37)
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camp
Mount Campito Yearly Treering Data, -3435--1969.
bds.test
BDS Test
garch-methods
Methods for Fitted GARCH Models
bev
Beveridge Wheat Price Index, 1500--1869.
adf.test
Augmented Dickey--Fuller Test
garch
Fit GARCH Models to Time Series
get.hist.quote
Download Historical Finance Data
arma-methods
Methods for Fitted ARMA Models
irts-functions
Basic Functions for Irregular Time-Series Objects
ice.river
Icelandic River Data
irts-methods
Methods for Irregular Time-Series Objects
kpss.test
KPSS Test for Stationarity
jarque.bera.test
Jarque--Bera Test
irts
Irregularly Spaced Time-Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
NelPlo
Nelson--Plosser Macroeconomic Time Series
po.test
Phillips--Ouliaris Cointegration Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
na.remove
NA Handling Routines for Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss
read.ts
Read Time Series Data
summary.garch
Summarizing GARCH Model Fits
runs.test
Runs Test
surrogate
Generate Surrogate Data and Statistics
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
summary.arma
Summarizing ARMA Model Fits
sterling
Sterling Ratio
tsbootstrap
Bootstrap for General Stationary Data
white.test
White Neural Network Test for Nonlinearity
USeconomic
U.S. Economic Variables
sharpe
Sharpe Ratio
quadmap
Quadratic Map (Logistic Equation)
seqplot.ts
Plot Two Time Series
read.matrix
Read Matrix Data
portfolio.optim
Portfolio Optimization
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
pp.test
Phillips--Perron Unit Root Test