tseries v0.9-16

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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
bds.test BDS Test
arma-methods Methods for Fitted ARMA Models
plotOHLC Plot Open--High--Low--Close Bar Chart
jarque.bera.test Jarque--Bera Test
white.test White Neural Network Test for Nonlinearity
na.remove NA Handling Routines for Time Series
sterling Sterling Ratio
NelPlo Nelson--Plosser Macroeconomic Time Series
tsbootstrap Bootstrap for General Stationary Data
read.matrix Read Matrix Data
camp Mount Campito Yearly Treering Data, -3435--1969.
ice.river Icelandic River Data
summary.arma Summarizing ARMA Model Fits
quadmap Quadratic Map (Logistic Equation)
surrogate Generate Surrogate Data and Statistics
irts Irregularly Spaced Time-Series
summary.garch Summarizing GARCH Model Fits
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
get.hist.quote Download Historical Finance Data
irts-functions Basic Functions for Irregular Time-Series Objects
adf.test Augmented Dickey--Fuller Test
tcm Monthly Yields on Treasury Securities
sharpe Sharpe Ratio
garch Fit GARCH Models to Time Series
portfolio.optim Portfolio Optimization
tseries-internal Internal tseries functions
bev Beveridge Wheat Price Index, 1500--1869.
po.test Phillips--Ouliaris Cointegration Test
tcmd Daily Yields on Treasury Securities
runs.test Runs Test
irts-methods Methods for Irregular Time-Series Objects
pp.test Phillips--Perron Unit Root Test
USeconomic U.S. Economic Variables
seqplot.ts Plot Two Time Series
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.ts Read Time Series Data
garch-methods Methods for Fitted GARCH Models
kpss.test KPSS Test for Stationarity
arma Fit ARMA Models to Time Series
maxdrawdown Maximum Drawdown or Maximum Loss
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Date 2003-10-10
License GPL (see file COPYING)

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