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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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Version

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)

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