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tseries (version 0.7-5)
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
182,356
Version
0.7-5
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
Kurt Hornik
Last Published
August 20th, 2001
Functions in tseries (0.7-5)
Search functions
NelPlo
Nelson--Plosser Macroeconomic Time Series
amif
Auto Mutual Information Function
bev
Beveridge Wheat Price Index, 1500--1869.
summary.garch
Summarizing GARCH Model Fits
na.remove
NA Handling Routines for Time Series
summary.arma
Summarizing ARMA Model Fits
get.hist.quote
Download Historical Finance Data
jarque.bera.test
Jarque--Bera Test
bds.test
BDS Test
arma
Fit ARMA Models to Time Series
tseries-internal
Internal tseries functions
kpss.test
KPSS Test for Stationarity
seqplot.ts
Plot Two Time Series
garch
Fit GARCH Models to Time Series
ice.river
Icelandic River Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
po.test
Phillips--Ouliaris Cointegration Test
surrogate
Generate Surrogate Data and Statistics
tcmd
Daily Yields on Treasury Securities
garch-methods
Methods for Fitted GARCH Models
USeconomic
U.S. Economic Variables
read.matrix
Read Matrix Data
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
quadmap
Quadratic Map (Logistic Equation)
pp.test
Phillips--Perron Unit Root Test
adf.test
Augmented Dickey--Fuller Test
runs.test
Runs Test
white.test
White Neural Network Test for Nonlinearity
tcm
Monthly Yields on Treasury Securities
camp
Mount Campito Yearly Treering Data, -3435--1969.
arma-methods
Methods for Fitted ARMA Models
read.ts
Read Time Series Data
portfolio.optim
Portfolio Optimization
bootstrap
Generate Bootstrap Data and Statistics
plot.amif
Plot Method for Auto Mutual Information Functions