tseries v0.2-0

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Library for time series analysis

Functions in tseries

Name Description
read.matrix Read Matrix Data
quadmap Quadratic Map (Logistic Equation)
portfolio.optim Portfolio Optimization
runs.test Runs Test
adf.test Augmented Dickey-Fuller Test
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
white.test White Neural Network Test for Nonlinearity
bds.test BDS Test
amif Auto Mutual Information Function
read.ts Read Time Series Data
NelPlo Nelson-Plosser Macroeconomic Time Series
tcm Yields on Treasury Securities
surrogate Generate Surrogate Data
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License GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.

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