tseries v0.9-11

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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
pp.test Phillips--Perron Unit Root Test
adf.test Augmented Dickey--Fuller Test
po.test Phillips--Ouliaris Cointegration Test
bds.test BDS Test
garch Fit GARCH Models to Time Series
irts-functions Basic Functions for Irregular Time-Series Objects
jarque.bera.test Jarque--Bera Test
read.matrix Read Matrix Data
sterling Sterling Ratio
read.ts Read Time Series Data
sharpe Sharpe Ratio
kpss.test KPSS Test for Stationarity
get.hist.quote Download Historical Finance Data
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tsbootstrap Bootstrap for General Stationary Data
garch-methods Methods for Fitted GARCH Models
seqplot.ts Plot Two Time Series
runs.test Runs Test
maxdrawdown Maximum Drawdown or Maximum Loss
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
quadmap Quadratic Map (Logistic Equation)
bev Beveridge Wheat Price Index, 1500--1869.
irts Irregularly Spaced Time-Series
surrogate Generate Surrogate Data and Statistics
ice.river Icelandic River Data
plotOHLC Plot Open--High--Low--Close Bar Chart
tseries-internal Internal tseries functions
irts-methods Methods for Irregular Time-Series Objects
na.remove NA Handling Routines for Time Series
summary.arma Summarizing ARMA Model Fits
summary.garch Summarizing GARCH Model Fits
portfolio.optim Portfolio Optimization
tcm Monthly Yields on Treasury Securities
camp Mount Campito Yearly Treering Data, -3435--1969.
tcmd Daily Yields on Treasury Securities
USeconomic U.S. Economic Variables
NelPlo Nelson--Plosser Macroeconomic Time Series
white.test White Neural Network Test for Nonlinearity
arma Fit ARMA Models to Time Series
arma-methods Methods for Fitted ARMA Models
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Date 2003-04-22
License GPL (see file COPYING)

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