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tseries (version 0.9-1)
Package for time series analysis
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
443,801
Version
0.9-1
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-1)
Search all functions
summary.garch
Summarizing GARCH Model Fits
sharpe
Sharpe Ratio
adf.test
Augmented Dickey--Fuller Test
po.test
Phillips--Ouliaris Cointegration Test
seqplot.ts
Plot Two Time Series
na.remove
NA Handling Routines for Time Series
USeconomic
U.S. Economic Variables
kpss.test
KPSS Test for Stationarity
camp
Mount Campito Yearly Treering Data, -3435--1969.
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
sterling
Sterling Ratio
arma
Fit ARMA Models to Time Series
jarque.bera.test
Jarque--Bera Test
garch
Fit GARCH Models to Time Series
tsbootstrap
Bootstrap for General Stationary Data
get.hist.quote
Download Historical Finance Data
maxdrawdown
Maximum Drawdown or Maximum Loss
runs.test
Runs Test
tseries-internal
Internal tseries functions
bds.test
BDS Test
arma-methods
Methods for Fitted ARMA Models
ice.river
Icelandic River Data
tcm
Monthly Yields on Treasury Securities
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
bev
Beveridge Wheat Price Index, 1500--1869.
portfolio.optim
Portfolio Optimization
irts-methods
Methods for Irregular Time-Series Objects
irts-functions
Basic Functions for Irregular Time-Series Objects
irts
Irregularly Spaced Time-Series
read.matrix
Read Matrix Data
garch-methods
Methods for Fitted GARCH Models
pp.test
Phillips--Perron Unit Root Test
plotOHLC
Plot Open--High--Low--Close Bar Chart
summary.arma
Summarizing ARMA Model Fits
white.test
White Neural Network Test for Nonlinearity
surrogate
Generate Surrogate Data and Statistics
tcmd
Daily Yields on Treasury Securities
quadmap
Quadratic Map (Logistic Equation)
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.ts
Read Time Series Data