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tseries (version 0.9-11)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-11
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-11)
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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