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tseries (version 0.7-4)
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
144,883
Version
0.7-4
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 (0.7-4)
Search all functions
get.hist.quote
Download Historical Finance Data
bootstrap
Generate Bootstrap Data and Statistics
kpss.test
KPSS Test for Stationarity
quadmap
Quadratic Map (Logistic Equation)
camp
Mount Campito Yearly Treering Data, -3435-1969.
jarque.bera.test
Jarque--Bera Test
garch
Fit GARCH Models to Time Series
NelPlo
Nelson--Plosser Macroeconomic Time Series
po.test
Phillips--Ouliaris Cointegration Test
tseries.internal
Internal tseries functions
ice.river
Icelandic River Data
bds.test
BDS Test
read.ts
Read Time Series Data
arma
Fit ARMA Models to Time Series
tcm
Monthly Yields on Treasury Securities
bev
Beveridge Wheat Price Index, 1500-1869.
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
adf.test
Augmented Dickey--Fuller Test
amif
Auto Mutual Information Function
white.test
White Neural Network Test for Nonlinearity
read.matrix
Read Matrix Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
surrogate
Generate Surrogate Data and Statistics
portfolio.optim
Portfolio Optimization
na.remove
NA Handling Routines for Time Series
pp.test
Phillips--Perron Unit Root Test
runs.test
Runs Test
USeconomic
U.S. Economic Variables