tseries v0.9-1


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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
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
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Date 2002-06-19
License GPL (see file COPYING)
URL http://www.r-project.org

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