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tseries (version 0.10-47)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-47
License
GPL-2
Maintainer
Kurt Hornik
Last Published
June 5th, 2019
Functions in tseries (0.10-47)
Search functions
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