tseries v0.9-17


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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
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
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Date 2003-11-06
License GPL (see file COPYING)

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