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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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Version

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)

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