tseries v0.8-4
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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 | |
| adf.test | Augmented Dickey--Fuller Test | |
| NelPlo | Nelson--Plosser Macroeconomic Time Series | |
| ice.river | Icelandic River Data | |
| garch | Fit GARCH Models to Time Series | |
| USeconomic | U.S. Economic Variables | |
| po.test | Phillips--Ouliaris Cointegration Test | |
| amif | Auto Mutual Information Function | |
| bds.test | BDS Test | |
| plot.amif | Plot Method for Auto Mutual Information Functions | |
| arma-methods | Methods for Fitted ARMA Models | |
| arma | Fit ARMA Models to Time Series | |
| summary.arma | Summarizing ARMA Model Fits | |
| maxdrawdown | Maximum Drawdown or Maximum Loss | |
| tseries-internal | Internal tseries functions | |
| garch-methods | Methods for Fitted GARCH Models | |
| kpss.test | KPSS Test for Stationarity | |
| tcmd | Daily Yields on Treasury Securities | |
| read.ts | Read Time Series Data | |
| portfolio.optim | Portfolio Optimization | |
| summary.garch | Summarizing GARCH Model Fits | |
| bev | Beveridge Wheat Price Index, 1500--1869. | |
| na.remove | NA Handling Routines for Time Series | |
| read.matrix | Read Matrix Data | |
| nino | Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices | |
| terasvirta.test | Teraesvirta Neural Network Test for Nonlinearity | |
| jarque.bera.test | Jarque--Bera Test | |
| bootstrap | Bootstrap for General Stationary Data | |
| camp | Mount Campito Yearly Treering Data, -3435--1969. | |
| tcm | Monthly Yields on Treasury Securities | |
| quadmap | Quadratic Map (Logistic Equation) | |
| seqplot.ts | Plot Two Time Series | |
| white.test | White Neural Network Test for Nonlinearity | |
| plotOHLC | Plot Open--High--Low--Close Bar Chart | |
| get.hist.quote | Download Historical Finance Data | |
| pp.test | Phillips--Perron Unit Root Test | |
| runs.test | Runs Test | |
| surrogate | Generate Surrogate Data and Statistics | |
| No Results! | ||
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Details
| Date | 2001-11-30 |
| 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 | Compiled by Adrian Trapletti |
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