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tseries (version 0.10-53)

Time Series Analysis and Computational Finance

Description

Time series analysis and computational finance.

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Version

Install

install.packages('tseries')

Monthly Downloads

149,443

Version

0.10-53

License

GPL-2

Maintainer

Kurt Hornik

Last Published

January 31st, 2023

Functions in tseries (0.10-53)

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