tseries v0.4-0

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Library for time series analysis with emphasize on non-linear modelling

Functions in tseries

Name Description
seqplot.ts Plot Two Time Series
USeconomic U.S. Economic Variables
tcm Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
quadmap Quadratic Map (Logistic Equation)
NelPlo Nelson-Plosser Macroeconomic Time Series
garch Fit GARCH Models to Time Series
surrogate Generate Surrogate Data and Statistics
runs.test Runs Test
adf.test Augmented Dickey-Fuller Test
jarque.bera.test Jarque-Bera Test
read.ts Read Time Series Data
camp Mount Campito Yearly Treering Data, -3435-1969.
white.test White Neural Network Test for Nonlinearity
get.hist.quote Download Historical Finance Data
amif Auto Mutual Information Function
portfolio.optim Portfolio Optimization
bds.test BDS Test
bootstrap Generate Bootstrap Data and Statistics
na.remove NA Handling Routines for Time Series
read.matrix Read Matrix 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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