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tseries (version 0.10-54)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
194,794
Version
0.10-54
License
GPL-2
Maintainer
Kurt Hornik
Last Published
May 2nd, 2023
Functions in tseries (0.10-54)
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kpss.test
KPSS Test for Stationarity
irts-functions
Basic Functions for Irregular Time-Series Objects
na.remove
NA Handling Routines for Time Series
irts
Irregularly Spaced Time-Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
jarque.bera.test
Jarque--Bera Test
maxdrawdown
Maximum Drawdown or Maximum Loss
irts-methods
Methods for Irregular Time-Series Objects
get.hist.quote
Download Historical Finance Data
sharpe
Sharpe Ratio
pp.test
Phillips--Perron Unit Root Test
ice.river
Icelandic River Data
portfolio.optim
Portfolio Optimization
po.test
Phillips--Ouliaris Cointegration Test
quadmap
Quadratic Map (Logistic Equation)
read.matrix
Read Matrix Data
plotOHLC
Plot Open-High-Low-Close Bar Chart
seqplot.ts
Plot Two Time Series
white.test
White Neural Network Test for Nonlinearity
sterling
Sterling Ratio
summary.arma
Summarizing ARMA Model Fits
runs.test
Runs Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
read.ts
Read Time Series Data
tsbootstrap
Bootstrap for General Stationary Data
surrogate
Generate Surrogate Data and Statistics
summary.garch
Summarizing GARCH Model Fits
tcm
Monthly Yields on Treasury Securities
tcmd
Daily Yields on Treasury Securities
camp
Mount Campito Yearly Treering Data, -3435--1969.
bev
Beveridge Wheat Price Index, 1500--1869.
NelPlo
Nelson--Plosser Macroeconomic Time Series
USeconomic
U.S. Economic Variables
bds.test
BDS Test
garch
Fit GARCH Models to Time Series
arma
Fit ARMA Models to Time Series
adf.test
Augmented Dickey--Fuller Test
garch-methods
Methods for Fitted GARCH Models
arma-methods
Methods for Fitted ARMA Models