tseries v0.10-40

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

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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imports	graphics , quadprog , stats , utils , zoo
depends	R (>= 2.10.0)
Contributors	Compiled by Adrian Trapletti, Blake LeBaron