tseries v0.9-2

0

Monthly downloads

0th

Percentile

by Kurt Hornik

Package for time series analysis

Package for time series analysis and computational finance

Functions in tseries

Name Description
tsbootstrap Bootstrap for General Stationary Data
bev Beveridge Wheat Price Index, 1500--1869.
arma-methods Methods for Fitted ARMA Models
read.matrix Read Matrix Data
garch-methods Methods for Fitted GARCH Models
maxdrawdown Maximum Drawdown or Maximum Loss
na.remove NA Handling Routines for Time Series
read.ts Read Time Series Data
USeconomic U.S. Economic Variables
adf.test Augmented Dickey--Fuller Test
surrogate Generate Surrogate Data and Statistics
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
camp Mount Campito Yearly Treering Data, -3435--1969.
get.hist.quote Download Historical Finance Data
NelPlo Nelson--Plosser Macroeconomic Time Series
irts-methods Methods for Irregular Time-Series Objects
jarque.bera.test Jarque--Bera Test
arma Fit ARMA Models to Time Series
sterling Sterling Ratio
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
runs.test Runs Test
pp.test Phillips--Perron Unit Root Test
sharpe Sharpe Ratio
bds.test BDS Test
kpss.test KPSS Test for Stationarity
white.test White Neural Network Test for Nonlinearity
ice.river Icelandic River Data
tcmd Daily Yields on Treasury Securities
portfolio.optim Portfolio Optimization
garch Fit GARCH Models to Time Series
quadmap Quadratic Map (Logistic Equation)
summary.garch Summarizing GARCH Model Fits
tseries-internal Internal tseries functions
irts Irregularly Spaced Time-Series
po.test Phillips--Ouliaris Cointegration Test
tcm Monthly Yields on Treasury Securities
irts-functions Basic Functions for Irregular Time-Series Objects
plotOHLC Plot Open--High--Low--Close Bar Chart
seqplot.ts Plot Two Time Series
summary.arma Summarizing ARMA Model Fits
No Results!

Last month downloads

Details

Date 2002-06-28
License GPL (see file COPYING)
URL http://www.r-project.org

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/tseries)](http://www.rdocumentation.org/packages/tseries)