tseries v0.7-5

0

Monthly downloads

0th

Percentile

by Kurt Hornik

Package for time series analysis

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

Functions in tseries

Name Description
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
No Results!

Last month downloads

Details

Date 2001-08-20
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

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/tseries)](http://www.rdocumentation.org/packages/tseries)