tseries v0.9-20

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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
NelPlo Nelson--Plosser Macroeconomic Time Series
USeconomic U.S. Economic Variables
garch-methods Methods for Fitted GARCH Models
bds.test BDS Test
adf.test Augmented Dickey--Fuller Test
na.remove NA Handling Routines for Time Series
quadmap Quadratic Map (Logistic Equation)
read.matrix Read Matrix Data
irts-functions Basic Functions for Irregular Time-Series Objects
garch Fit GARCH Models to Time Series
ice.river Icelandic River Data
irts Irregularly Spaced Time-Series
read.ts Read Time Series Data
portfolio.optim Portfolio Optimization
get.hist.quote Download Historical Finance Data
camp Mount Campito Yearly Treering Data, -3435--1969.
maxdrawdown Maximum Drawdown or Maximum Loss
surrogate Generate Surrogate Data and Statistics
jarque.bera.test Jarque--Bera Test
irts-methods Methods for Irregular Time-Series Objects
sterling Sterling Ratio
pp.test Phillips--Perron Unit Root Test
tcm Monthly Yields on Treasury Securities
sharpe Sharpe Ratio
summary.garch Summarizing GARCH Model Fits
seqplot.ts Plot Two Time Series
kpss.test KPSS Test for Stationarity
summary.arma Summarizing ARMA Model Fits
arma-methods Methods for Fitted ARMA Models
arma Fit ARMA Models to Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test White Neural Network Test for Nonlinearity
tcmd Daily Yields on Treasury Securities
bev Beveridge Wheat Price Index, 1500--1869.
po.test Phillips--Ouliaris Cointegration Test
plotOHLC Plot Open--High--Low--Close Bar Chart
tseries-internal Internal tseries functions
runs.test Runs Test
tsbootstrap Bootstrap for General Stationary Data
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Date 2004-03-23
License GPL (see file COPYING)
Packaged Tue Mar 23 08:54:09 2004; hornik

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