tseries v0.6-5

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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
tcmd Daily Yields on Treasury Securities
amif Auto Mutual Information Function
read.ts Read Time Series Data
get.hist.quote Download Historical Finance Data
adf.test Augmented Dickey--Fuller Test
portfolio.optim Portfolio Optimization
seqplot.ts Plot Two Time Series
bev Beveridge Wheat Price Index, 1500-1869.
pp.test Phillips--Perron Unit Root Test
kpss.test KPSS Test for Stationarity
tcm Monthly Yields on Treasury Securities
NelPlo Nelson--Plosser Macroeconomic Time Series
white.test White Neural Network Test for Nonlinearity
na.remove NA Handling Routines for Time Series
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix Read Matrix Data
po.test Phillips--Ouliaris Cointegration Test
USeconomic U.S. Economic Variables
tseries.internal tseries internal function
ice.river Icelandic River Data
runs.test Runs Test
bds.test BDS Test
garch Fit GARCH Models to Time Series
quadmap Quadratic Map (Logistic Equation)
camp Mount Campito Yearly Treering Data, -3435-1969.
surrogate Generate Surrogate Data and Statistics
arma Fit ARMA Models to Time Series
bootstrap Generate Bootstrap Data and Statistics
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
jarque.bera.test Jarque--Bera Test
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Date 2000/07/04
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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