Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.10-46)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
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
Install
install.packages('tseries')
Monthly Downloads
194,794
Version
0.10-46
License
GPL-2
Maintainer
Kurt Hornik
Last Published
November 19th, 2018
Functions in tseries (0.10-46)
Search all functions
get.hist.quote
Download Historical Finance Data
quadmap
Quadratic Map (Logistic Equation)
runs.test
Runs Test
irts-functions
Basic Functions for Irregular Time-Series Objects
plotOHLC
Plot Open-High-Low-Close Bar Chart
camp
Mount Campito Yearly Treering Data, -3435--1969.
USeconomic
U.S. Economic Variables
portfolio.optim
Portfolio Optimization
NelPlo
Nelson--Plosser Macroeconomic Time Series
po.test
Phillips--Ouliaris Cointegration Test
irts-methods
Methods for Irregular Time-Series Objects
white.test
White Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
irts
Irregularly Spaced Time-Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
pp.test
Phillips--Perron Unit Root Test
adf.test
Augmented Dickey--Fuller Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bds.test
BDS Test
kpss.test
KPSS Test for Stationarity
ice.river
Icelandic River Data
arma-methods
Methods for Fitted ARMA Models
jarque.bera.test
Jarque--Bera Test
summary.garch
Summarizing GARCH Model Fits
sharpe
Sharpe Ratio
read.matrix
Read Matrix Data
summary.arma
Summarizing ARMA Model Fits
tsbootstrap
Bootstrap for General Stationary Data
read.ts
Read Time Series Data
garch-methods
Methods for Fitted GARCH Models
arma
Fit ARMA Models to Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss
na.remove
NA Handling Routines for Time Series
garch
Fit GARCH Models to Time Series
tcm
Monthly Yields on Treasury Securities
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
surrogate
Generate Surrogate Data and Statistics
sterling
Sterling Ratio