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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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Version

Install

install.packages('tseries')

Monthly Downloads

149,443

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

September 23rd, 2024

Functions in tseries (0.7-5)

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