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tseries (version 0.10-63)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
92,265
Version
0.10-63
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
August 11th, 2026
Functions in tseries (0.10-63)
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portfolio.optim
Portfolio Optimization
plotOHLC
Plot Open-High-Low-Close Bar Chart
po.test
Phillips--Ouliaris Cointegration Test
quadmap
Quadratic Map (Logistic Equation)
jarque.bera.test
Jarque--Bera Test
read.matrix
Read Matrix Data
sterling
Sterling Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
sharpe
Sharpe Ratio
pp.test
Phillips--Perron Unit Root Test
tsbootstrap
Bootstrap for General Stationary Data
summary.arma
Summarizing ARMA Model Fits
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
tcm
Monthly Yields on Treasury Securities
read.ts
Read Time Series Data
surrogate
Generate Surrogate Data and Statistics
runs.test
Runs Test
white.test
White Neural Network Test for Nonlinearity
summary.garch
Summarizing GARCH Model Fits
USeconomic
U.S. Economic Variables
adf.test
Augmented Dickey--Fuller Test
garch
Fit GARCH Models to Time Series
NelPlo
Nelson--Plosser Macroeconomic Time Series
arma
Fit ARMA Models to Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
bds.test
BDS Test
garch-methods
Methods for Fitted GARCH Models
arma-methods
Methods for Fitted ARMA Models
maxdrawdown
Maximum Drawdown or Maximum Loss
ice.river
Icelandic River Data
get.hist.quote
Download Historical Finance Data
bev
Beveridge Wheat Price Index, 1500--1869.
irts
Irregularly Spaced Time-Series
irts-functions
Basic Functions for Irregular Time-Series Objects
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
kpss.test
KPSS Test for Stationarity
na.remove
NA Handling Routines for Time Series
irts-methods
Methods for Irregular Time-Series Objects