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tseries (version 0.10-62)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
123,159
Version
0.10-62
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
July 13th, 2026
Functions in tseries (0.10-62)
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read.matrix
Read Matrix Data
sterling
Sterling Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tcmd
Daily Yields on Treasury Securities
tcm
Monthly Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits
surrogate
Generate Surrogate Data and Statistics
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
tsbootstrap
Bootstrap for General Stationary Data
NelPlo
Nelson--Plosser Macroeconomic Time Series
na.remove
NA Handling Routines for Time Series
get.hist.quote
Download Historical Finance Data
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
kpss.test
KPSS Test for Stationarity
po.test
Phillips--Ouliaris Cointegration Test
garch
Fit GARCH Models to Time Series
maxdrawdown
Maximum Drawdown or Maximum Loss
bev
Beveridge Wheat Price Index, 1500--1869.
arma
Fit ARMA Models to Time Series
irts-methods
Methods for Irregular Time-Series Objects
USeconomic
U.S. Economic Variables
irts
Irregularly Spaced Time-Series
arma-methods
Methods for Fitted ARMA Models
camp
Mount Campito Yearly Treering Data, -3435--1969.
irts-functions
Basic Functions for Irregular Time-Series Objects
garch-methods
Methods for Fitted GARCH Models
plotOHLC
Plot Open-High-Low-Close Bar Chart
jarque.bera.test
Jarque--Bera Test
runs.test
Runs Test
ice.river
Icelandic River Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
quadmap
Quadratic Map (Logistic Equation)
read.ts
Read Time Series Data
pp.test
Phillips--Perron Unit Root Test
sharpe
Sharpe Ratio
portfolio.optim
Portfolio Optimization
seqplot.ts
Plot Two Time Series