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tseries (version 0.8-4)
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
149,443
Version
0.8-4
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 (0.8-4)
Search all functions
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