tseries v0.10-41

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by Kurt Hornik

Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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Details

License GPL-2
NeedsCompilation yes
Packaged 2017-05-29 13:26:51 UTC; hornik
Repository CRAN
Date/Publication 2017-05-29 16:40:56 UTC

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