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tseries (version 0.10-44)
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
0.10-44
License
GPL-2
Maintainer
Kurt Hornik
Last Published
April 15th, 2018
Functions in tseries (0.10-44)
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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