tseries v0.7-2

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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
ice.river Icelandic River Data
get.hist.quote Download Historical Finance Data
garch Fit GARCH Models to Time Series
read.matrix Read Matrix Data
runs.test Runs Test
jarque.bera.test Jarque--Bera Test
amif Auto Mutual Information Function
tseries.internal Internal tseries functions
kpss.test KPSS Test for Stationarity
adf.test Augmented Dickey--Fuller Test
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
read.ts Read Time Series Data
portfolio.optim Portfolio Optimization
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tcmd Daily Yields on Treasury Securities
surrogate Generate Surrogate Data and Statistics
na.remove NA Handling Routines for Time Series
USeconomic U.S. Economic Variables
white.test White Neural Network Test for Nonlinearity
bootstrap Generate Bootstrap Data and Statistics
camp Mount Campito Yearly Treering Data, -3435-1969.
seqplot.ts Plot Two Time Series
NelPlo Nelson--Plosser Macroeconomic Time Series
pp.test Phillips--Perron Unit Root Test
tcm Monthly Yields on Treasury Securities
quadmap Quadratic Map (Logistic Equation)
po.test Phillips--Ouliaris Cointegration Test
arma Fit ARMA Models to Time Series
bev Beveridge Wheat Price Index, 1500-1869.
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Date 2001-06-18
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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