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tseries (version 0.9-17)
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
0.9-17
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-17)
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bev
Beveridge Wheat Price Index, 1500--1869.
maxdrawdown
Maximum Drawdown or Maximum Loss
get.hist.quote
Download Historical Finance Data
garch
Fit GARCH Models to Time Series
irts
Irregularly Spaced Time-Series
garch-methods
Methods for Fitted GARCH Models
bds.test
BDS Test
po.test
Phillips--Ouliaris Cointegration Test
sharpe
Sharpe Ratio
USeconomic
U.S. Economic Variables
irts-methods
Methods for Irregular Time-Series Objects
pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
ice.river
Icelandic River Data
arma
Fit ARMA Models to Time Series
adf.test
Augmented Dickey--Fuller Test
quadmap
Quadratic Map (Logistic Equation)
arma-methods
Methods for Fitted ARMA Models
white.test
White Neural Network Test for Nonlinearity
na.remove
NA Handling Routines for Time Series
summary.garch
Summarizing GARCH Model Fits
read.matrix
Read Matrix Data
kpss.test
KPSS Test for Stationarity
camp
Mount Campito Yearly Treering Data, -3435--1969.
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts-functions
Basic Functions for Irregular Time-Series Objects
tcm
Monthly Yields on Treasury Securities
plotOHLC
Plot Open--High--Low--Close Bar Chart
summary.arma
Summarizing ARMA Model Fits
sterling
Sterling Ratio
runs.test
Runs Test
tseries-internal
Internal tseries functions
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.ts
Read Time Series Data
tcmd
Daily Yields on Treasury Securities
jarque.bera.test
Jarque--Bera Test
surrogate
Generate Surrogate Data and Statistics
seqplot.ts
Plot Two Time Series
tsbootstrap
Bootstrap for General Stationary Data