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tseries (version 0.9-20)
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
0.9-20
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-20)
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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