tseries v0.10-48


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Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Functions in tseries

Name Description
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
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License GPL-2
NeedsCompilation yes
Packaged 2020-12-04 09:19:33 UTC; hornik
Repository CRAN
Date/Publication 2020-12-04 13:18:00 UTC

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