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

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