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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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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.10-6
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 9th, 2006
Functions in tseries (0.10-6)
Search functions
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