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tseries (version 0.9-13)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

149,443

Version

0.9-13

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-13)

garch-methods

Methods for Fitted GARCH Models
adf.test

Augmented Dickey--Fuller Test
ice.river

Icelandic River Data
irts-functions

Basic Functions for Irregular Time-Series Objects
summary.garch

Summarizing GARCH Model Fits
garch

Fit GARCH Models to Time Series
tcmd

Daily Yields on Treasury Securities
irts

Irregularly Spaced Time-Series
bev

Beveridge Wheat Price Index, 1500--1869.
tcm

Monthly Yields on Treasury Securities
sharpe

Sharpe Ratio
get.hist.quote

Download Historical Finance Data
irts-methods

Methods for Irregular Time-Series Objects
summary.arma

Summarizing ARMA Model Fits
read.ts

Read Time Series Data
bds.test

BDS Test
kpss.test

KPSS Test for Stationarity
NelPlo

Nelson--Plosser Macroeconomic Time Series
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tsbootstrap

Bootstrap for General Stationary Data
portfolio.optim

Portfolio Optimization
na.remove

NA Handling Routines for Time Series
pp.test

Phillips--Perron Unit Root Test
sterling

Sterling Ratio
white.test

White Neural Network Test for Nonlinearity
surrogate

Generate Surrogate Data and Statistics
arma-methods

Methods for Fitted ARMA Models
tseries-internal

Internal tseries functions
read.matrix

Read Matrix Data
po.test

Phillips--Ouliaris Cointegration Test
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
maxdrawdown

Maximum Drawdown or Maximum Loss
camp

Mount Campito Yearly Treering Data, -3435--1969.
seqplot.ts

Plot Two Time Series
arma

Fit ARMA Models to Time Series
quadmap

Quadratic Map (Logistic Equation)
jarque.bera.test

Jarque--Bera Test
runs.test

Runs Test
USeconomic

U.S. Economic Variables
plotOHLC

Plot Open--High--Low--Close Bar Chart