tseries v0.7-1

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by Adrian Trapletti

Package for time series analysis

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

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
No Results!

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

depends	get , get.hist.quote , package , portfolio , portfolio.optim , white , white.test
Contributors	Adrian Trapletti