tseries v0.10-5
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by Kurt Hornik
Time series analysis and computational finance
Package for time series analysis and computational finance
Functions in tseries
Name | Description | |
garch-methods | Methods for Fitted GARCH Models | |
arma | Fit ARMA Models to Time Series | |
bds.test | BDS Test | |
NelPlo | Nelson--Plosser Macroeconomic Time Series | |
irts | Irregularly Spaced Time-Series | |
portfolio.optim | Portfolio Optimization | |
tcm | Monthly Yields on Treasury Securities | |
seqplot.ts | Plot Two Time Series | |
na.remove | NA Handling Routines for Time Series | |
kpss.test | KPSS Test for Stationarity | |
tcmd | Daily Yields on Treasury Securities | |
read.matrix | Read Matrix Data | |
maxdrawdown | Maximum Drawdown or Maximum Loss | |
runs.test | Runs Test | |
arma-methods | Methods for Fitted ARMA Models | |
pp.test | Phillips--Perron Unit Root Test | |
get.hist.quote | Download Historical Finance Data | |
sharpe | Sharpe Ratio | |
camp | Mount Campito Yearly Treering Data, -3435--1969. | |
irts-methods | Methods for Irregular Time-Series Objects | |
sterling | Sterling Ratio | |
ice.river | Icelandic River Data | |
read.ts | Read Time Series Data | |
summary.garch | Summarizing GARCH Model Fits | |
po.test | Phillips--Ouliaris Cointegration Test | |
terasvirta.test | Teraesvirta Neural Network Test for Nonlinearity | |
tsbootstrap | Bootstrap for General Stationary Data | |
plotOHLC | Plot Open-High-Low-Close Bar Chart | |
USeconomic | U.S. Economic Variables | |
surrogate | Generate Surrogate Data and Statistics | |
bev | Beveridge Wheat Price Index, 1500--1869. | |
adf.test | Augmented Dickey--Fuller Test | |
irts-functions | Basic Functions for Irregular Time-Series Objects | |
jarque.bera.test | Jarque--Bera Test | |
garch | Fit GARCH Models to Time Series | |
quadmap | Quadratic Map (Logistic Equation) | |
summary.arma | Summarizing ARMA Model Fits | |
nino | Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices | |
white.test | White Neural Network Test for Nonlinearity | |
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Details
Date | 2006-09-07 |
License | GPL (see file COPYING) |
Packaged | Thu Sep 7 20:07:07 2006; hornik |
depends | base (>= 2.2.0) , quadprog , R (>= 2.2.0) , stats , zoo |
suggests | its |
imports | utils |
Contributors | Compiled by Adrian Trapletti |
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