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tseries (version 0.10-51)
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
0.10-51
License
GPL-2
Maintainer
Kurt Hornik
Last Published
May 1st, 2022
Functions in tseries (0.10-51)
Search functions
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
bev
Beveridge Wheat Price Index, 1500--1869.
garch
Fit GARCH Models to Time Series
garch-methods
Methods for Fitted GARCH Models
NelPlo
Nelson--Plosser Macroeconomic Time Series
USeconomic
U.S. Economic Variables
arma
Fit ARMA Models to Time Series
arma-methods
Methods for Fitted ARMA Models
irts
Irregularly Spaced Time-Series
irts-functions
Basic Functions for Irregular Time-Series Objects
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
irts-methods
Methods for Irregular Time-Series Objects
sharpe
Sharpe Ratio
quadmap
Quadratic Map (Logistic Equation)
seqplot.ts
Plot Two Time Series
sterling
Sterling Ratio
na.remove
NA Handling Routines for Time Series
jarque.bera.test
Jarque--Bera Test
tcm
Monthly Yields on Treasury Securities
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix
Read Matrix Data
tcmd
Daily Yields on Treasury Securities
read.ts
Read Time Series Data
summary.arma
Summarizing ARMA Model Fits
runs.test
Runs Test
kpss.test
KPSS Test for Stationarity
summary.garch
Summarizing GARCH Model Fits
surrogate
Generate Surrogate Data and Statistics
portfolio.optim
Portfolio Optimization
pp.test
Phillips--Perron Unit Root Test
white.test
White Neural Network Test for Nonlinearity
maxdrawdown
Maximum Drawdown or Maximum Loss
tsbootstrap
Bootstrap for General Stationary Data
po.test
Phillips--Ouliaris Cointegration Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity