tseries v0.10-9

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

Date 2007-02-11
License GPL-2
Packaged Sun Feb 11 13:35:36 2007; hornik

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