tseries v0.9-13

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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
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
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Date 2003-07-08
License GPL (see file COPYING)

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