tseries v0.7-6


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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
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
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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

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