tseries v0.9-0

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by Kurt Hornik

Package for time series analysis

Package for time series analysis and computational finance

Functions in tseries

Name Description
maxdrawdown Maximum Drawdown or Maximum Loss
portfolio.optim Portfolio Optimization
jarque.bera.test Jarque--Bera Test
get.hist.quote Download Historical Finance Data
plotOHLC Plot Open--High--Low--Close Bar Chart
NelPlo Nelson--Plosser Macroeconomic Time Series
garch-methods Methods for Fitted GARCH Models
na.remove NA Handling Routines for Time Series
bds.test BDS Test
summary.arma Summarizing ARMA Model Fits
surrogate Generate Surrogate Data and Statistics
pp.test Phillips--Perron Unit Root Test
seqplot.ts Plot Two Time Series
camp Mount Campito Yearly Treering Data, -3435--1969.
arma Fit ARMA Models to Time Series
tsbootstrap Bootstrap for General Stationary Data
arma-methods Methods for Fitted ARMA Models
kpss.test KPSS Test for Stationarity
runs.test Runs Test
ice.river Icelandic River Data
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix Read Matrix Data
tcmd Daily Yields on Treasury Securities
white.test White Neural Network Test for Nonlinearity
po.test Phillips--Ouliaris Cointegration Test
tcm Monthly Yields on Treasury Securities
tseries-internal Internal tseries functions
summary.garch Summarizing GARCH Model Fits
read.ts Read Time Series Data
quadmap Quadratic Map (Logistic Equation)
adf.test Augmented Dickey--Fuller Test
USeconomic U.S. Economic Variables
bev Beveridge Wheat Price Index, 1500--1869.
garch Fit GARCH Models to Time Series
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Date 2002-04-26
License GPL (see file COPYING)
URL http://www.r-project.org

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