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tseries (version 0.7-3)
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
227,246
Version
0.7-3
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 (0.7-3)
Search all functions
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
arma
Fit ARMA Models to Time Series
white.test
White Neural Network Test for Nonlinearity
USeconomic
U.S. Economic Variables
garch
Fit GARCH Models to Time Series
read.ts
Read Time Series Data
po.test
Phillips--Ouliaris Cointegration Test
surrogate
Generate Surrogate Data and Statistics
portfolio.optim
Portfolio Optimization
seqplot.ts
Plot Two Time Series
ice.river
Icelandic River Data
tseries.internal
Internal tseries functions
runs.test
Runs Test
camp
Mount Campito Yearly Treering Data, -3435-1969.
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.matrix
Read Matrix Data
jarque.bera.test
Jarque--Bera Test
amif
Auto Mutual Information Function
bootstrap
Generate Bootstrap Data and Statistics
bev
Beveridge Wheat Price Index, 1500-1869.
tcm
Monthly Yields on Treasury Securities
kpss.test
KPSS Test for Stationarity
get.hist.quote
Download Historical Finance Data
na.remove
NA Handling Routines for Time Series
tcmd
Daily Yields on Treasury Securities
quadmap
Quadratic Map (Logistic Equation)
pp.test
Phillips--Perron Unit Root Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices