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tseries (version 0.8-2)
Package for time series analysis
Description
Package for time series analysis with emphasis on non-linear, non-stationary, and financial modelling
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Install
install.packages('tseries')
Monthly Downloads
144,883
Version
0.8-2
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 (0.8-2)
Search all functions
arma
Fit ARMA Models to Time Series
tcm
Monthly Yields on Treasury Securities
get.hist.quote
Download Historical Finance Data
pp.test
Phillips--Perron Unit Root Test
plotOHLC
Plot Open--High--Low--Close Bar Chart
tseries-internal
Internal tseries functions
NelPlo
Nelson--Plosser Macroeconomic Time Series
tcmd
Daily Yields on Treasury Securities
seqplot.ts
Plot Two Time Series
garch-methods
Methods for Fitted GARCH Models
amif
Auto Mutual Information Function
bev
Beveridge Wheat Price Index, 1500--1869.
white.test
White Neural Network Test for Nonlinearity
summary.arma
Summarizing ARMA Model Fits
surrogate
Generate Surrogate Data and Statistics
runs.test
Runs Test
ice.river
Icelandic River Data
read.ts
Read Time Series Data
camp
Mount Campito Yearly Treering Data, -3435--1969.
USeconomic
U.S. Economic Variables
kpss.test
KPSS Test for Stationarity
jarque.bera.test
Jarque--Bera Test
po.test
Phillips--Ouliaris Cointegration Test
read.matrix
Read Matrix Data
quadmap
Quadratic Map (Logistic Equation)
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
portfolio.optim
Portfolio Optimization
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
bootstrap
Generate Bootstrap Data and Statistics
garch
Fit GARCH Models to Time Series
na.remove
NA Handling Routines for Time Series
plot.amif
Plot Method for Auto Mutual Information Functions
maxdrawdown
Maximum Drawdown or Maximum Loss
arma-methods
Methods for Fitted ARMA Models
summary.garch
Summarizing GARCH Model Fits