tseries v0.10-45


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Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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License GPL-2
NeedsCompilation yes
Packaged 2018-06-04 09:49:39 UTC; hornik
Repository CRAN
Date/Publication 2018-06-04 10:36:40 UTC

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