tseries v0.9-18

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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
kpss.test KPSS Test for Stationarity
po.test Phillips--Ouliaris Cointegration Test
NelPlo Nelson--Plosser Macroeconomic Time Series
surrogate Generate Surrogate Data and Statistics
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
white.test White Neural Network Test for Nonlinearity
adf.test Augmented Dickey--Fuller Test
tseries-internal Internal tseries functions
bev Beveridge Wheat Price Index, 1500--1869.
arma-methods Methods for Fitted ARMA Models
get.hist.quote Download Historical Finance Data
ice.river Icelandic River Data
summary.arma Summarizing ARMA Model Fits
tcmd Daily Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bds.test BDS Test
garch Fit GARCH Models to Time Series
summary.garch Summarizing GARCH Model Fits
sharpe Sharpe Ratio
maxdrawdown Maximum Drawdown or Maximum Loss
runs.test Runs Test
plotOHLC Plot Open--High--Low--Close Bar Chart
camp Mount Campito Yearly Treering Data, -3435--1969.
tsbootstrap Bootstrap for General Stationary Data
seqplot.ts Plot Two Time Series
quadmap Quadratic Map (Logistic Equation)
pp.test Phillips--Perron Unit Root Test
read.ts Read Time Series Data
irts-methods Methods for Irregular Time-Series Objects
sterling Sterling Ratio
portfolio.optim Portfolio Optimization
USeconomic U.S. Economic Variables
garch-methods Methods for Fitted GARCH Models
arma Fit ARMA Models to Time Series
na.remove NA Handling Routines for Time Series
irts Irregularly Spaced Time-Series
jarque.bera.test Jarque--Bera Test
irts-functions Basic Functions for Irregular Time-Series Objects
read.matrix Read Matrix Data
tcm Monthly Yields on Treasury Securities
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Date 2003-12-15
License GPL (see file COPYING)

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