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tseries (version 0.10-9)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
204,008
Version
0.10-9
License
GPL-2
Maintainer
Kurt Hornik
Last Published
August 16th, 2024
Functions in tseries (0.10-9)
Search all functions
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