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tseries (version 0.9-15)
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
0.9-15
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-15)
Search all functions
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