tseries v0.9-19


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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
arma Fit ARMA Models to Time Series
camp Mount Campito Yearly Treering Data, -3435--1969.
arma-methods Methods for Fitted ARMA Models
bev Beveridge Wheat Price Index, 1500--1869.
jarque.bera.test Jarque--Bera Test
garch Fit GARCH Models to Time Series
maxdrawdown Maximum Drawdown or Maximum Loss
na.remove NA Handling Routines for Time Series
NelPlo Nelson--Plosser Macroeconomic Time Series
quadmap Quadratic Map (Logistic Equation)
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
seqplot.ts Plot Two Time Series
pp.test Phillips--Perron Unit Root Test
summary.arma Summarizing ARMA Model Fits
get.hist.quote Download Historical Finance Data
ice.river Icelandic River Data
USeconomic U.S. Economic Variables
po.test Phillips--Ouliaris Cointegration Test
summary.garch Summarizing GARCH Model Fits
sharpe Sharpe Ratio
surrogate Generate Surrogate Data and Statistics
irts-functions Basic Functions for Irregular Time-Series Objects
tcm Monthly Yields on Treasury Securities
read.ts Read Time Series Data
bds.test BDS Test
adf.test Augmented Dickey--Fuller Test
garch-methods Methods for Fitted GARCH Models
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
irts Irregularly Spaced Time-Series
runs.test Runs Test
tcmd Daily Yields on Treasury Securities
kpss.test KPSS Test for Stationarity
white.test White Neural Network Test for Nonlinearity
tsbootstrap Bootstrap for General Stationary Data
tseries-internal Internal tseries functions
read.matrix Read Matrix Data
sterling Sterling Ratio
portfolio.optim Portfolio Optimization
irts-methods Methods for Irregular Time-Series Objects
plotOHLC Plot Open--High--Low--Close Bar Chart
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Date 2004-01-31
License GPL (see file COPYING)
Packaged Sat Jan 31 13:32:57 2004; hornik

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