tseries v0.7-1


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Package for time series analysis

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

Functions in tseries

Name Description
bds.test BDS Test
na.remove NA Handling Routines for Time Series
ice.river Icelandic River Data
quadmap Quadratic Map (Logistic Equation)
jarque.bera.test Jarque--Bera Test
arma Fit ARMA Models to Time Series
bev Beveridge Wheat Price Index, 1500-1869.
tseries.internal Internal tseries functions
surrogate Generate Surrogate Data and Statistics
USeconomic U.S. Economic Variables
pp.test Phillips--Perron Unit Root Test
NelPlo Nelson--Plosser Macroeconomic Time Series
po.test Phillips--Ouliaris Cointegration Test
adf.test Augmented Dickey--Fuller Test
read.ts Read Time Series Data
seqplot.ts Plot Two Time Series
bootstrap Generate Bootstrap Data and Statistics
portfolio.optim Portfolio Optimization
amif Auto Mutual Information Function
get.hist.quote Download Historical Finance Data
garch Fit GARCH Models to Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tcm Monthly Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test White Neural Network Test for Nonlinearity
kpss.test KPSS Test for Stationarity
camp Mount Campito Yearly Treering Data, -3435-1969.
runs.test Runs Test
read.matrix Read Matrix Data
tcmd Daily Yields on Treasury Securities
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Date 2001/05/14
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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