tseries v0.9-10


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by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

Functions in tseries

Name Description
camp Mount Campito Yearly Treering Data, -3435--1969.
read.ts Read Time Series Data
runs.test Runs Test
USeconomic U.S. Economic Variables
plotOHLC Plot Open--High--Low--Close Bar Chart
irts-methods Methods for Irregular Time-Series Objects
arma-methods Methods for Fitted ARMA Models
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
na.remove NA Handling Routines for Time Series
tseries-internal Internal tseries functions
garch-methods Methods for Fitted GARCH Models
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim Portfolio Optimization
white.test White Neural Network Test for Nonlinearity
get.hist.quote Download Historical Finance Data
garch Fit GARCH Models to Time Series
irts Irregularly Spaced Time-Series
quadmap Quadratic Map (Logistic Equation)
tcmd Daily Yields on Treasury Securities
summary.arma Summarizing ARMA Model Fits
sharpe Sharpe Ratio
bev Beveridge Wheat Price Index, 1500--1869.
po.test Phillips--Ouliaris Cointegration Test
tsbootstrap Bootstrap for General Stationary Data
adf.test Augmented Dickey--Fuller Test
read.matrix Read Matrix Data
pp.test Phillips--Perron Unit Root Test
arma Fit ARMA Models to Time Series
sterling Sterling Ratio
NelPlo Nelson--Plosser Macroeconomic Time Series
jarque.bera.test Jarque--Bera Test
maxdrawdown Maximum Drawdown or Maximum Loss
bds.test BDS Test
ice.river Icelandic River Data
summary.garch Summarizing GARCH Model Fits
seqplot.ts Plot Two Time Series
irts-functions Basic Functions for Irregular Time-Series Objects
tcm Monthly Yields on Treasury Securities
surrogate Generate Surrogate Data and Statistics
kpss.test KPSS Test for Stationarity
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Date 2003-03-04
License GPL (see file COPYING)

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