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tseries (version 0.10-4)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
443,801
Version
0.10-4
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-4)
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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