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tseries (version 0.10-48)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
194,794
Version
0.10-48
License
GPL-2
Maintainer
Kurt Hornik
Last Published
December 4th, 2020
Functions in tseries (0.10-48)
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USeconomic
U.S. Economic Variables
maxdrawdown
Maximum Drawdown or Maximum Loss
sharpe
Sharpe Ratio
seqplot.ts
Plot Two Time Series
summary.garch
Summarizing GARCH Model Fits
surrogate
Generate Surrogate Data and Statistics
bev
Beveridge Wheat Price Index, 1500--1869.
camp
Mount Campito Yearly Treering Data, -3435--1969.
plotOHLC
Plot Open-High-Low-Close Bar Chart
adf.test
Augmented Dickey--Fuller Test
po.test
Phillips--Ouliaris Cointegration Test
irts-functions
Basic Functions for Irregular Time-Series Objects
portfolio.optim
Portfolio Optimization
irts-methods
Methods for Irregular Time-Series Objects
pp.test
Phillips--Perron Unit Root Test
arma-methods
Methods for Fitted ARMA Models
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
sterling
Sterling Ratio
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
quadmap
Quadratic Map (Logistic Equation)
summary.arma
Summarizing ARMA Model Fits
read.matrix
Read Matrix Data
arma
Fit ARMA Models to Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
na.remove
NA Handling Routines for Time Series
bds.test
BDS Test
read.ts
Read Time Series Data
runs.test
Runs Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
garch-methods
Methods for Fitted GARCH Models
irts
Irregularly Spaced Time-Series
jarque.bera.test
Jarque--Bera Test
garch
Fit GARCH Models to Time Series
white.test
White Neural Network Test for Nonlinearity
NelPlo
Nelson--Plosser Macroeconomic Time Series
kpss.test
KPSS Test for Stationarity