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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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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-19
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-19)
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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