tseries v0.9-12

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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.
sterling Sterling Ratio
get.hist.quote Download Historical Finance Data
surrogate Generate Surrogate Data and Statistics
arma Fit ARMA Models to Time Series
tcm Monthly Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
ice.river Icelandic River Data
tcmd Daily Yields on Treasury Securities
summary.arma Summarizing ARMA Model Fits
irts-methods Methods for Irregular Time-Series Objects
na.remove NA Handling Routines for Time Series
quadmap Quadratic Map (Logistic Equation)
read.ts Read Time Series Data
kpss.test KPSS Test for Stationarity
sharpe Sharpe Ratio
bev Beveridge Wheat Price Index, 1500--1869.
tseries-internal Internal tseries functions
summary.garch Summarizing GARCH Model Fits
pp.test Phillips--Perron Unit Root Test
white.test White Neural Network Test for Nonlinearity
bds.test BDS Test
jarque.bera.test Jarque--Bera Test
arma-methods Methods for Fitted ARMA Models
NelPlo Nelson--Plosser Macroeconomic Time Series
irts Irregularly Spaced Time-Series
garch-methods Methods for Fitted GARCH Models
garch Fit GARCH Models to Time Series
maxdrawdown Maximum Drawdown or Maximum Loss
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim Portfolio Optimization
tsbootstrap Bootstrap for General Stationary Data
plotOHLC Plot Open--High--Low--Close Bar Chart
adf.test Augmented Dickey--Fuller Test
seqplot.ts Plot Two Time Series
po.test Phillips--Ouliaris Cointegration Test
USeconomic U.S. Economic Variables
irts-functions Basic Functions for Irregular Time-Series Objects
read.matrix Read Matrix Data
runs.test Runs Test
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Date 2003-06-06
License GPL (see file COPYING)

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