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tseries (version 0.9-12)
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
216,287
Version
0.9-12
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
June 6th, 2003
Functions in tseries (0.9-12)
Search functions
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