tseries v0.10-4

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by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

Functions in tseries

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

Date 2006-08-11
License GPL (see file COPYING)
Packaged Sun Sep 3 19:04:37 2006; hornik

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