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tseries (version 0.7-6)

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

144,883

Version

0.7-6

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 (0.7-6)

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