tseries v0.10-6

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by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

Functions in tseries

Name Description
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
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Details

Date 2006-09-09
License GPL (see file COPYING)
Packaged Sat Sep 9 23:02:15 2006; hornik

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