RDocumentation
Moon
Search all packages and functions
tseries (version 0.10-53)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Copy
Link to current version
Version
Version
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
Down Chevron
Install
install.packages('tseries')
Monthly Downloads
169,097
Version
0.10-53
License
GPL-2
Maintainer
Kurt Hornik
Last Published
January 31st, 2023
Functions in tseries (0.10-53)
Search functions
camp
Mount Campito Yearly Treering Data, -3435--1969.
na.remove
NA Handling Routines for Time Series
irts-functions
Basic Functions for Irregular Time-Series Objects
irts
Irregularly Spaced Time-Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts-methods
Methods for Irregular Time-Series Objects
kpss.test
KPSS Test for Stationarity
maxdrawdown
Maximum Drawdown or Maximum Loss
ice.river
Icelandic River Data
jarque.bera.test
Jarque--Bera Test
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series
runs.test
Runs Test
quadmap
Quadratic Map (Logistic Equation)
portfolio.optim
Portfolio Optimization
read.matrix
Read Matrix Data
pp.test
Phillips--Perron Unit Root Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
sharpe
Sharpe Ratio
tcm
Monthly Yields on Treasury Securities
po.test
Phillips--Ouliaris Cointegration Test
tcmd
Daily Yields on Treasury Securities
white.test
White Neural Network Test for Nonlinearity
surrogate
Generate Surrogate Data and Statistics
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
sterling
Sterling Ratio
summary.arma
Summarizing ARMA Model Fits
garch-methods
Methods for Fitted GARCH Models
USeconomic
U.S. Economic Variables
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
bds.test
BDS Test
garch
Fit GARCH Models to Time Series
arma
Fit ARMA Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
arma-methods
Methods for Fitted ARMA Models
get.hist.quote
Download Historical Finance Data