tseries v0.10-44


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Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
po.test Phillips--Ouliaris Cointegration Test
plotOHLC Plot Open-High-Low-Close Bar Chart
summary.arma Summarizing ARMA Model Fits
runs.test Runs Test
read.ts Read Time Series Data
sterling Sterling Ratio
white.test White Neural Network Test for Nonlinearity
seqplot.ts Plot Two Time Series
tcm Monthly Yields on Treasury Securities
quadmap Quadratic Map (Logistic Equation)
sharpe Sharpe Ratio
read.matrix Read Matrix Data
tcmd Daily Yields on Treasury Securities
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap Bootstrap for General Stationary Data
portfolio.optim Portfolio Optimization
pp.test Phillips--Perron Unit Root Test
summary.garch Summarizing GARCH Model Fits
surrogate Generate Surrogate Data and Statistics
NelPlo Nelson--Plosser Macroeconomic Time Series
bev Beveridge Wheat Price Index, 1500--1869.
USeconomic U.S. Economic Variables
arma-methods Methods for Fitted ARMA Models
adf.test Augmented Dickey--Fuller Test
bds.test BDS Test
garch-methods Methods for Fitted GARCH Models
arma Fit ARMA Models to Time Series
camp Mount Campito Yearly Treering Data, -3435--1969.
garch Fit GARCH Models to Time Series
get.hist.quote Download Historical Finance Data
kpss.test KPSS Test for Stationarity
maxdrawdown Maximum Drawdown or Maximum Loss
irts Irregularly Spaced Time-Series
irts-functions Basic Functions for Irregular Time-Series Objects
jarque.bera.test Jarque--Bera Test
irts-methods Methods for Irregular Time-Series Objects
ice.river Icelandic River Data
na.remove NA Handling Routines for Time Series
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License GPL-2
NeedsCompilation yes
Packaged 2018-04-15 15:14:39 UTC; hornik
Repository CRAN
Date/Publication 2018-04-15 16:35:20 UTC

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