Rdocumentation
powered by
Learn R Programming
tseries (version 0.10-60)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
Copy Link
Link to current version
Version
Version
0.10-60
0.10-59
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
443,801
Version
0.10-60
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
February 18th, 2026
Functions in tseries (0.10-60)
Search all functions
kpss.test
KPSS Test for Stationarity
get.hist.quote
Download Historical Finance Data
maxdrawdown
Maximum Drawdown or Maximum Loss
ice.river
Icelandic River Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts
Irregularly Spaced Time-Series
jarque.bera.test
Jarque--Bera Test
irts-functions
Basic Functions for Irregular Time-Series Objects
irts-methods
Methods for Irregular Time-Series Objects
na.remove
NA Handling Routines for Time Series
pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
runs.test
Runs Test
sharpe
Sharpe Ratio
po.test
Phillips--Ouliaris Cointegration Test
plotOHLC
Plot Open-High-Low-Close Bar Chart
read.matrix
Read Matrix Data
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series
quadmap
Quadratic Map (Logistic Equation)
sterling
Sterling Ratio
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tcm
Monthly Yields on Treasury Securities
white.test
White Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
surrogate
Generate Surrogate Data and Statistics
summary.arma
Summarizing ARMA Model Fits
tcmd
Daily Yields on Treasury Securities
garch-methods
Methods for Fitted GARCH Models
bds.test
BDS Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
arma-methods
Methods for Fitted ARMA Models
arma
Fit ARMA Models to Time Series
garch
Fit GARCH Models to Time Series
bev
Beveridge Wheat Price Index, 1500--1869.
NelPlo
Nelson--Plosser Macroeconomic Time Series
adf.test
Augmented Dickey--Fuller Test
USeconomic
U.S. Economic Variables