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tseries (version 0.9-18)
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
443,801
Version
0.9-18
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-18)
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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