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tseries (version 0.10-49)
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
0.10-49
License
GPL-2
Maintainer
Kurt Hornik
Last Published
November 16th, 2021
Functions in tseries (0.10-49)
Search functions
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch
Fit GARCH Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
arma
Fit ARMA Models to Time Series
USeconomic
U.S. Economic Variables
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
garch-methods
Methods for Fitted GARCH Models
camp
Mount Campito Yearly Treering Data, -3435--1969.
arma-methods
Methods for Fitted ARMA Models
get.hist.quote
Download Historical Finance Data
irts-functions
Basic Functions for Irregular Time-Series Objects
irts-methods
Methods for Irregular Time-Series Objects
po.test
Phillips--Ouliaris Cointegration Test
portfolio.optim
Portfolio Optimization
pp.test
Phillips--Perron Unit Root Test
ice.river
Icelandic River Data
plotOHLC
Plot Open-High-Low-Close Bar Chart
maxdrawdown
Maximum Drawdown or Maximum Loss
irts
Irregularly Spaced Time-Series
kpss.test
KPSS Test for Stationarity
runs.test
Runs Test
read.ts
Read Time Series Data
quadmap
Quadratic Map (Logistic Equation)
read.matrix
Read Matrix Data
tsbootstrap
Bootstrap for General Stationary Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
white.test
White Neural Network Test for Nonlinearity
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
sterling
Sterling Ratio
summary.arma
Summarizing ARMA Model Fits
seqplot.ts
Plot Two Time Series
jarque.bera.test
Jarque--Bera Test
sharpe
Sharpe Ratio
surrogate
Generate Surrogate Data and Statistics
summary.garch
Summarizing GARCH Model Fits
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
na.remove
NA Handling Routines for Time Series