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tseries (version 0.9-0)
Package for time series analysis
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.9-0
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
April 26th, 2002
Functions in tseries (0.9-0)
Search functions
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