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tseries (version 0.10-40)

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

0.10-40

License

GPL-2

Maintainer

Kurt Hornik

Last Published

April 19th, 2017

Functions in tseries (0.10-40)

adf.test

Augmented Dickey--Fuller Test
arma-methods

Methods for Fitted ARMA Models
NelPlo

USeconomic

garch-methods

Methods for Fitted GARCH Models
garch

Fit GARCH Models to Time Series
bev

camp

arma

Fit ARMA Models to Time Series
bds.test

BDS Test
na.remove

NA Handling Routines for Time Series
nino

quadmap

Quadratic Map (Logistic Equation)
read.matrix

Read Matrix Data
kpss.test

KPSS Test for Stationarity
maxdrawdown

Maximum Drawdown or Maximum Loss
plotOHLC

Plot Open-High-Low-Close Bar Chart
tcm

tcmd

get.hist.quote

Download Historical Finance Data
ice.river

sterling

Sterling Ratio
irts

Irregularly Spaced Time-Series
jarque.bera.test

Jarque--Bera Test
read.ts

Read Time Series Data
irts-functions

Basic Functions for Irregular Time-Series Objects
irts-methods

Methods for Irregular Time-Series Objects
seqplot.ts

Plot Two Time Series
runs.test

Runs Test
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim

Portfolio Optimization
pp.test

Phillips--Perron Unit Root Test
sharpe

Sharpe Ratio
white.test

White Neural Network Test for Nonlinearity
tsbootstrap

Bootstrap for General Stationary Data
po.test

Phillips--Ouliaris Cointegration Test
summary.garch

Summarizing GARCH Model Fits
surrogate

Generate Surrogate Data and Statistics
summary.arma

Summarizing ARMA Model Fits