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tseries (version 0.8-3)
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
0.8-3
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 (0.8-3)
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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