tseries v0.10-47

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Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
garch Fit GARCH Models to Time Series
ice.river Icelandic River Data
get.hist.quote Download Historical Finance Data
kpss.test KPSS Test for Stationarity
maxdrawdown Maximum Drawdown or Maximum Loss
seqplot.ts Plot Two Time Series
irts-functions Basic Functions for Irregular Time-Series Objects
irts-methods Methods for Irregular Time-Series Objects
plotOHLC Plot Open-High-Low-Close Bar Chart
bds.test BDS Test
sharpe Sharpe Ratio
adf.test Augmented Dickey--Fuller Test
irts Irregularly Spaced Time-Series
arma-methods Methods for Fitted ARMA Models
read.ts Read Time Series Data
po.test Phillips--Ouliaris Cointegration Test
tcmd Daily Yields on Treasury Securities
tcm Monthly Yields on Treasury Securities
read.matrix Read Matrix Data
quadmap Quadratic Map (Logistic Equation)
jarque.bera.test Jarque--Bera Test
white.test White Neural Network Test for Nonlinearity
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap Bootstrap for General Stationary Data
runs.test Runs Test
na.remove NA Handling Routines for Time Series
sterling Sterling Ratio
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
summary.arma Summarizing ARMA Model Fits
pp.test Phillips--Perron Unit Root Test
portfolio.optim Portfolio Optimization
summary.garch Summarizing GARCH Model Fits
surrogate Generate Surrogate Data and Statistics
bev Beveridge Wheat Price Index, 1500--1869.
garch-methods Methods for Fitted GARCH Models
NelPlo Nelson--Plosser Macroeconomic Time Series
USeconomic U.S. Economic Variables
camp Mount Campito Yearly Treering Data, -3435--1969.
arma Fit ARMA Models to Time Series
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Details

License GPL-2
NeedsCompilation yes
Packaged 2019-06-05 09:12:18 UTC; hornik
Repository CRAN
Date/Publication 2019-06-05 09:15:16 UTC

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