tseries v0.7-0


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Package for time series analysis

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

Functions in tseries

Name Description
bev Beveridge Wheat Price Index, 1500-1869.
garch Fit GARCH Models to Time Series
read.ts Read Time Series Data
adf.test Augmented Dickey--Fuller Test
tseries.internal Internal tseries functions
USeconomic U.S. Economic Variables
arma Fit ARMA Models to Time Series
bootstrap Generate Bootstrap Data and Statistics
tcm Monthly Yields on Treasury Securities
get.hist.quote Download Historical Finance Data
tcmd Daily Yields on Treasury Securities
bds.test BDS Test
white.test White Neural Network Test for Nonlinearity
seqplot.ts Plot Two Time Series
jarque.bera.test Jarque--Bera Test
surrogate Generate Surrogate Data and Statistics
pp.test Phillips--Perron Unit Root Test
NelPlo Nelson--Plosser Macroeconomic Time Series
amif Auto Mutual Information Function
kpss.test KPSS Test for Stationarity
po.test Phillips--Ouliaris Cointegration Test
na.remove NA Handling Routines for Time Series
camp Mount Campito Yearly Treering Data, -3435-1969.
ice.river Icelandic River Data
quadmap Quadratic Map (Logistic Equation)
portfolio.optim Portfolio Optimization
runs.test Runs Test
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix Read Matrix Data
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
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Date 2000/20/12
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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