tseries v0.10-8

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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
garch-methods Methods for Fitted GARCH Models
bev Beveridge Wheat Price Index, 1500--1869.
arma-methods Methods for Fitted ARMA Models
irts Irregularly Spaced Time-Series
bds.test BDS Test
camp Mount Campito Yearly Treering Data, -3435--1969.
kpss.test KPSS Test for Stationarity
maxdrawdown Maximum Drawdown or Maximum Loss
seqplot.ts Plot Two Time Series
surrogate Generate Surrogate Data and Statistics
jarque.bera.test Jarque--Bera Test
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
sterling Sterling Ratio
po.test Phillips--Ouliaris Cointegration Test
read.matrix Read Matrix Data
summary.arma Summarizing ARMA Model Fits
NelPlo Nelson--Plosser Macroeconomic Time Series
irts-functions Basic Functions for Irregular Time-Series Objects
tsbootstrap Bootstrap for General Stationary Data
sharpe Sharpe Ratio
white.test White Neural Network Test for Nonlinearity
quadmap Quadratic Map (Logistic Equation)
USeconomic U.S. Economic Variables
tcmd Daily Yields on Treasury Securities
pp.test Phillips--Perron Unit Root Test
irts-methods Methods for Irregular Time-Series Objects
get.hist.quote Download Historical Finance Data
na.remove NA Handling Routines for Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
ice.river Icelandic River Data
plotOHLC Plot Open-High-Low-Close Bar Chart
adf.test Augmented Dickey--Fuller Test
read.ts Read Time Series Data
portfolio.optim Portfolio Optimization
summary.garch Summarizing GARCH Model Fits
arma Fit ARMA Models to Time Series
garch Fit GARCH Models to Time Series
tcm Monthly Yields on Treasury Securities
runs.test Runs Test
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Date 2007-02-01
License GPL-2
Packaged Thu Feb 1 14:59:28 2007; hornik

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