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tseries (version 0.10-6)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.10-6

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.10-6)

kpss.test

KPSS Test for Stationarity
garch

Fit GARCH Models to Time Series
seqplot.ts

Plot Two Time Series
bev

Beveridge Wheat Price Index, 1500--1869.
arma-methods

Methods for Fitted ARMA Models
maxdrawdown

Maximum Drawdown or Maximum Loss
summary.garch

Summarizing GARCH Model Fits
portfolio.optim

Portfolio Optimization
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
quadmap

Quadratic Map (Logistic Equation)
tcm

Monthly Yields on Treasury Securities
adf.test

Augmented Dickey--Fuller Test
na.remove

NA Handling Routines for Time Series
irts

Irregularly Spaced Time-Series
irts-functions

Basic Functions for Irregular Time-Series Objects
USeconomic

U.S. Economic Variables
NelPlo

Nelson--Plosser Macroeconomic Time Series
sterling

Sterling Ratio
summary.arma

Summarizing ARMA Model Fits
white.test

White Neural Network Test for Nonlinearity
camp

Mount Campito Yearly Treering Data, -3435--1969.
plotOHLC

Plot Open-High-Low-Close Bar Chart
sharpe

Sharpe Ratio
irts-methods

Methods for Irregular Time-Series Objects
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
tcmd

Daily Yields on Treasury Securities
pp.test

Phillips--Perron Unit Root Test
read.matrix

Read Matrix Data
tsbootstrap

Bootstrap for General Stationary Data
jarque.bera.test

Jarque--Bera Test
garch-methods

Methods for Fitted GARCH Models
po.test

Phillips--Ouliaris Cointegration Test
bds.test

BDS Test
read.ts

Read Time Series Data
arma

Fit ARMA Models to Time Series
ice.river

Icelandic River Data
runs.test

Runs Test
get.hist.quote

Download Historical Finance Data
surrogate

Generate Surrogate Data and Statistics