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tseries (version 0.7-1)

Package for time series analysis

Description

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

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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.7-1

License

GPL (see file COPYING), except for ./src/muin2ser.f and ./misc which are free for non-commercial purposes. See file README for details.

Maintainer

Adrian Trapletti

Last Published

September 23rd, 2024

Functions in tseries (0.7-1)

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