tseries v0.7-6

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
garch	Fit GARCH Models to Time Series
garch-methods	Methods for Fitted GARCH Models
seqplot.ts	Plot Two Time Series
adf.test	Augmented Dickey--Fuller Test
ice.river	Icelandic River Data
white.test	White Neural Network Test for Nonlinearity
plot.amif	Plot Method for Auto Mutual Information Functions
get.hist.quote	Download Historical Finance Data
runs.test	Runs Test
camp	Mount Campito Yearly Treering Data, -3435--1969.
kpss.test	KPSS Test for Stationarity
USeconomic	U.S. Economic Variables
quadmap	Quadratic Map (Logistic Equation)
arma-methods	Methods for Fitted ARMA Models
arma	Fit ARMA Models to Time Series
pp.test	Phillips--Perron Unit Root Test
terasvirta.test	Teraesvirta Neural Network Test for Nonlinearity
summary.arma	Summarizing ARMA Model Fits
read.ts	Read Time Series Data
jarque.bera.test	Jarque--Bera Test
surrogate	Generate Surrogate Data and Statistics
tseries-internal	Internal tseries functions
NelPlo	Nelson--Plosser Macroeconomic Time Series
bds.test	BDS Test
tcm	Monthly Yields on Treasury Securities
tcmd	Daily Yields on Treasury Securities
bootstrap	Generate Bootstrap Data and Statistics
bev	Beveridge Wheat Price Index, 1500--1869.
amif	Auto Mutual Information Function
read.matrix	Read Matrix Data
na.remove	NA Handling Routines for Time Series
portfolio.optim	Portfolio Optimization
po.test	Phillips--Ouliaris Cointegration Test
nino	Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
summary.garch	Summarizing GARCH Model Fits
No Results!

Date	2001-08-27
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