tseries v0.8-3


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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
bev Beveridge Wheat Price Index, 1500--1869.
pp.test Phillips--Perron Unit Root Test
white.test White Neural Network Test for Nonlinearity
ice.river Icelandic River Data
tseries-internal Internal tseries functions
arma Fit ARMA Models to Time Series
garch Fit GARCH Models to Time Series
read.matrix Read Matrix Data
get.hist.quote Download Historical Finance Data
jarque.bera.test Jarque--Bera Test
na.remove NA Handling Routines for Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
camp Mount Campito Yearly Treering Data, -3435--1969.
tcmd Daily Yields on Treasury Securities
runs.test Runs Test
arma-methods Methods for Fitted ARMA Models
quadmap Quadratic Map (Logistic Equation)
plotOHLC Plot Open--High--Low--Close Bar Chart
bds.test BDS Test
summary.garch Summarizing GARCH Model Fits
tcm Monthly Yields on Treasury Securities
adf.test Augmented Dickey--Fuller Test
portfolio.optim Portfolio Optimization
amif Auto Mutual Information Function
USeconomic U.S. Economic Variables
read.ts Read Time Series Data
maxdrawdown Maximum Drawdown or Maximum Loss
bootstrap Bootstrap for General Stationary Data
kpss.test KPSS Test for Stationarity
NelPlo Nelson--Plosser Macroeconomic Time Series
surrogate Generate Surrogate Data and Statistics
plot.amif Plot Method for Auto Mutual Information Functions
summary.arma Summarizing ARMA Model Fits
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
seqplot.ts Plot Two Time Series
po.test Phillips--Ouliaris Cointegration Test
garch-methods Methods for Fitted GARCH Models
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Date 2001-11-07
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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