tseries v0.8-0


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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
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
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Date 2001-10-12
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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