tseries v0.8-2


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by Kurt Hornik

Package for time series analysis

Package for time series analysis with emphasis on non-linear, non-stationary, and financial modelling

Functions in tseries

Name Description
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
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Date 2001-10-19
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

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