tseries v0.3-1

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Library for time series analysis

Functions in tseries

Name Description
read.ts Read Time Series Data
read.matrix Read Matrix Data
NelPlo Nelson-Plosser Macroeconomic Time Series
amif Auto Mutual Information Function
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
runs.test Runs Test
na.remove NA Handling Routines for Time Series
adf.test Augmented Dickey-Fuller Test
portfolio.optim Portfolio Optimization
quadmap Quadratic Map (Logistic Equation)
bds.test BDS Test
jarque.bera.test Jarque-Bera Test
get.hist.quote Download Historical Finance Data
surrogate Generate Surrogate Data
garch Fit GARCH Models to Time Series
tcm Yields on Treasury Securities
white.test White Neural Network Test for Nonlinearity
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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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