tseries v0.9-15


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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
arma-methods Methods for Fitted ARMA Models
camp Mount Campito Yearly Treering Data, -3435--1969.
plotOHLC Plot Open--High--Low--Close Bar Chart
garch Fit GARCH Models to Time Series
ice.river Icelandic River Data
bds.test BDS Test
irts-methods Methods for Irregular Time-Series Objects
garch-methods Methods for Fitted GARCH Models
kpss.test KPSS Test for Stationarity
quadmap Quadratic Map (Logistic Equation)
read.matrix Read Matrix Data
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
bev Beveridge Wheat Price Index, 1500--1869.
tseries-internal Internal tseries functions
surrogate Generate Surrogate Data and Statistics
irts Irregularly Spaced Time-Series
na.remove NA Handling Routines for Time Series
tcm Monthly Yields on Treasury Securities
runs.test Runs Test
tcmd Daily Yields on Treasury Securities
summary.garch Summarizing GARCH Model Fits
NelPlo Nelson--Plosser Macroeconomic Time Series
sharpe Sharpe Ratio
portfolio.optim Portfolio Optimization
tsbootstrap Bootstrap for General Stationary Data
po.test Phillips--Ouliaris Cointegration Test
USeconomic U.S. Economic Variables
get.hist.quote Download Historical Finance Data
summary.arma Summarizing ARMA Model Fits
arma Fit ARMA Models to Time Series
sterling Sterling Ratio
seqplot.ts Plot Two Time Series
pp.test Phillips--Perron Unit Root Test
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
adf.test Augmented Dickey--Fuller Test
read.ts Read Time Series Data
white.test White Neural Network Test for Nonlinearity
jarque.bera.test Jarque--Bera Test
irts-functions Basic Functions for Irregular Time-Series Objects
maxdrawdown Maximum Drawdown or Maximum Loss
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Date 2003-08-27
License GPL (see file COPYING)

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