tseries v0.7-3

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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
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
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Date 2001-06-27
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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