tseries v0.10-37


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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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License GPL-2
NeedsCompilation yes
Packaged 2017-01-17 11:00:51 UTC; hornik
Repository CRAN
Date/Publication 2017-01-17 12:33:40

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