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tseries (version 0.10-5)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.10-5

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.10-5)

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