Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.10-8)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.10-8
License
GPL-2
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-8)
Search all functions
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