RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (0.10-55) of this package.
Take me there.
tseries (version 0.10-45)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Copy
Link to current version
Version
Version
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Down Chevron
Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-45
License
GPL-2
Maintainer
Kurt Hornik
Last Published
June 4th, 2018
Functions in tseries (0.10-45)
Search functions
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
plotOHLC
Plot Open-High-Low-Close Bar Chart
jarque.bera.test
Jarque--Bera Test
tsbootstrap
Bootstrap for General Stationary Data
po.test
Phillips--Ouliaris Cointegration Test
pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
summary.garch
Summarizing GARCH Model Fits
tcm
Monthly Yields on Treasury Securities
sharpe
Sharpe Ratio
tcmd
Daily Yields on Treasury Securities
runs.test
Runs Test
summary.arma
Summarizing ARMA Model Fits
read.matrix
Read Matrix Data
quadmap
Quadratic Map (Logistic Equation)
surrogate
Generate Surrogate Data and Statistics
sterling
Sterling Ratio
white.test
White Neural Network Test for Nonlinearity
NelPlo
Nelson--Plosser Macroeconomic Time Series
USeconomic
U.S. Economic Variables
irts
Irregularly Spaced Time-Series
garch-methods
Methods for Fitted GARCH Models
garch
Fit GARCH Models to Time Series
kpss.test
KPSS Test for Stationarity
maxdrawdown
Maximum Drawdown or Maximum Loss
arma
Fit ARMA Models to Time Series
bds.test
BDS Test
bev
Beveridge Wheat Price Index, 1500--1869.
na.remove
NA Handling Routines for Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
irts-functions
Basic Functions for Irregular Time-Series Objects
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts-methods
Methods for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
arma-methods
Methods for Fitted ARMA Models
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data