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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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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)
Search all functions
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