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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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Version

Install

install.packages('tseries')

Monthly Downloads

144,883

Version

0.9-20

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-20)

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