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

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
No Results!

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