Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.10-52)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-52
License
GPL-2
Maintainer
Kurt Hornik
Last Published
October 10th, 2022
Functions in tseries (0.10-52)
Search all functions
kpss.test
KPSS Test for Stationarity
irts-methods
Methods for Irregular Time-Series Objects
maxdrawdown
Maximum Drawdown or Maximum Loss
irts-functions
Basic Functions for Irregular Time-Series Objects
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
na.remove
NA Handling Routines for Time Series
jarque.bera.test
Jarque--Bera Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts
Irregularly Spaced Time-Series
sharpe
Sharpe Ratio
portfolio.optim
Portfolio Optimization
read.matrix
Read Matrix Data
quadmap
Quadratic Map (Logistic Equation)
read.ts
Read Time Series Data
po.test
Phillips--Ouliaris Cointegration Test
pp.test
Phillips--Perron Unit Root Test
runs.test
Runs Test
seqplot.ts
Plot Two Time Series
plotOHLC
Plot Open-High-Low-Close Bar Chart
tcmd
Daily Yields on Treasury Securities
white.test
White Neural Network Test for Nonlinearity
tcm
Monthly Yields on Treasury Securities
sterling
Sterling Ratio
tsbootstrap
Bootstrap for General Stationary Data
summary.garch
Summarizing GARCH Model Fits
surrogate
Generate Surrogate Data and Statistics
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
summary.arma
Summarizing ARMA Model Fits
garch-methods
Methods for Fitted GARCH Models
USeconomic
U.S. Economic Variables
arma
Fit ARMA Models to Time Series
bds.test
BDS Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
adf.test
Augmented Dickey--Fuller Test
garch
Fit GARCH Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
arma-methods
Methods for Fitted ARMA Models