tseries v0.7-4


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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
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
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Date 2001-07-14
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
depends MVA , quadprog , ts
Contributors Adrian Trapletti

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