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tseries (version 0.9-19)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.9-19

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-19)

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