tseries v0.5-2


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Package for time series analysis

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

Functions in tseries

Name Description
adf.test Augmented Dickey-Fuller Test
quadmap Quadratic Map (Logistic Equation)
tcm Yields on Treasury Securities
bootstrap Generate Bootstrap Data and Statistics
ice.river Icelandic River Data
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
camp Mount Campito Yearly Treering Data, -3435-1969.
jarque.bera.test Jarque-Bera Test
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
USeconomic U.S. Economic Variables
na.remove NA Handling Routines for Time Series
surrogate Generate Surrogate Data and Statistics
garch Fit GARCH Models to Time Series
amif Auto Mutual Information Function
bds.test BDS Test
NelPlo Nelson-Plosser Macroeconomic Time Series
runs.test Runs Test
read.ts Read Time Series Data
portfolio.optim Portfolio Optimization
white.test White Neural Network Test for Nonlinearity
read.matrix Read Matrix Data
arma Fit ARMA Models to Time Series
seqplot.ts Plot Two Time Series
tseries.internal tseries internal function
get.hist.quote Download Historical Finance Data
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Date 2000/03/02
License GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.
URL http://www.r-project.org

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