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tseries (version 0.7-2)
Package for time series analysis
Description
Package for time series analysis with emphasis on non-linear and non-stationary modelling
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Install
install.packages('tseries')
Monthly Downloads
113,253
Version
0.7-2
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 (0.7-2)
Search all functions
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.