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tseries (version 0.9-14)
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
144,883
Version
0.9-14
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-14)
Search all functions
garch-methods
Methods for Fitted GARCH Models
NelPlo
Nelson--Plosser Macroeconomic Time Series
jarque.bera.test
Jarque--Bera Test
USeconomic
U.S. Economic Variables
portfolio.optim
Portfolio Optimization
read.matrix
Read Matrix Data
white.test
White Neural Network Test for Nonlinearity
irts-functions
Basic Functions for Irregular Time-Series Objects
maxdrawdown
Maximum Drawdown or Maximum Loss
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tseries-internal
Internal tseries functions
sharpe
Sharpe Ratio
adf.test
Augmented Dickey--Fuller Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
quadmap
Quadratic Map (Logistic Equation)
pp.test
Phillips--Perron Unit Root Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
irts
Irregularly Spaced Time-Series
summary.garch
Summarizing GARCH Model Fits
arma
Fit ARMA Models to Time Series
sterling
Sterling Ratio
seqplot.ts
Plot Two Time Series
irts-methods
Methods for Irregular Time-Series Objects
bds.test
BDS Test
tcmd
Daily Yields on Treasury Securities
garch
Fit GARCH Models to Time Series
tsbootstrap
Bootstrap for General Stationary Data
runs.test
Runs Test
po.test
Phillips--Ouliaris Cointegration Test
get.hist.quote
Download Historical Finance Data
na.remove
NA Handling Routines for Time Series
arma-methods
Methods for Fitted ARMA Models
summary.arma
Summarizing ARMA Model Fits
kpss.test
KPSS Test for Stationarity
ice.river
Icelandic River Data
surrogate
Generate Surrogate Data and Statistics
bev
Beveridge Wheat Price Index, 1500--1869.
tcm
Monthly Yields on Treasury Securities
read.ts
Read Time Series Data
plotOHLC
Plot Open--High--Low--Close Bar Chart