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tseries (version 0.10-41)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
443,801
Version
0.10-41
License
GPL-2
Maintainer
Kurt Hornik
Last Published
May 29th, 2017
Functions in tseries (0.10-41)
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garch-methods
Methods for Fitted GARCH Models
garch
Fit GARCH Models to Time Series
NelPlo
Nelson--Plosser Macroeconomic Time Series
USeconomic
U.S. Economic Variables
irts-functions
Basic Functions for Irregular Time-Series Objects
irts-methods
Methods for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
arma-methods
Methods for Fitted ARMA Models
irts
Irregularly Spaced Time-Series
jarque.bera.test
Jarque--Bera Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
po.test
Phillips--Ouliaris Cointegration Test
na.remove
NA Handling Routines for Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
quadmap
Quadratic Map (Logistic Equation)
seqplot.ts
Plot Two Time Series
sharpe
Sharpe Ratio
arma
Fit ARMA Models to Time Series
bds.test
BDS Test
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
summary.garch
Summarizing GARCH Model Fits
surrogate
Generate Surrogate Data and Statistics
portfolio.optim
Portfolio Optimization
pp.test
Phillips--Perron Unit Root Test
white.test
White Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
camp
Mount Campito Yearly Treering Data, -3435--1969.
kpss.test
KPSS Test for Stationarity
maxdrawdown
Maximum Drawdown or Maximum Loss
read.ts
Read Time Series Data
runs.test
Runs Test
tcm
Monthly Yields on Treasury Securities
tcmd
Daily Yields on Treasury Securities
sterling
Sterling Ratio
summary.arma
Summarizing ARMA Model Fits
read.matrix
Read Matrix Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data