tseries v0.7-5

Monthly downloads

by Kurt Hornik

Package for time series analysis

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

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!

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