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
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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

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