tseries v0.10-40

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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Details

License GPL-2
NeedsCompilation yes
Packaged 2017-04-19 07:58:47 UTC; hornik
Repository CRAN
Date/Publication 2017-04-19 08:29:57 UTC

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