tseries v0.7-4

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by Adrian Trapletti

Package for time series analysis

Package for time series analysis with emphasis on non-linear and non-stationary modelling

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
No Results!

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