tseries v0.4-1


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Package for time series analysis

Package for time series analysis with emphasis on non-linearx modelling

Functions in tseries

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