tseries v0.9-14

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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
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
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Date 2003-07-09
License GPL (see file COPYING)

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