tseries v0.10-46


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Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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License GPL-2
NeedsCompilation yes
Packaged 2018-11-19 19:58:47 UTC; hornik
Repository CRAN
Date/Publication 2018-11-19 20:38:02 UTC

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