tseries v0.10-7


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


Date 2006-10-04
License GPL-2
Packaged Wed Oct 4 10:51:15 2006; hornik

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