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tseries (version 0.8-0)
Package for time series analysis
Description
Package for time series analysis with emphasis on non-linear and non-stationary modelling
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Install
install.packages('tseries')
Monthly Downloads
144,883
Version
0.8-0
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 (0.8-0)
Search all functions
camp
Mount Campito Yearly Treering Data, -3435--1969.
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
maxdrawdown
Maximum Drawdown or Maximum Loss
read.ts
Read Time Series Data
runs.test
Runs Test
arma
Fit ARMA Models to Time Series
summary.arma
Summarizing ARMA Model Fits
garch
Fit GARCH Models to Time Series
ice.river
Icelandic River Data
seqplot.ts
Plot Two Time Series
pp.test
Phillips--Perron Unit Root Test
amif
Auto Mutual Information Function
quadmap
Quadratic Map (Logistic Equation)
tcmd
Daily Yields on Treasury Securities
bootstrap
Generate Bootstrap Data and Statistics
arma-methods
Methods for Fitted ARMA Models
na.remove
NA Handling Routines for Time Series
portfolio.optim
Portfolio Optimization
NelPlo
Nelson--Plosser Macroeconomic Time Series
po.test
Phillips--Ouliaris Cointegration Test
adf.test
Augmented Dickey--Fuller Test
bds.test
BDS Test
surrogate
Generate Surrogate Data and Statistics
read.matrix
Read Matrix Data
tcm
Monthly Yields on Treasury Securities
jarque.bera.test
Jarque--Bera Test
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
plot.amif
Plot Method for Auto Mutual Information Functions
kpss.test
KPSS Test for Stationarity
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tseries-internal
Internal tseries functions
get.hist.quote
Download Historical Finance Data
garch-methods
Methods for Fitted GARCH Models
USeconomic
U.S. Economic Variables