tseries v0.9-21

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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
po.test Phillips--Ouliaris Cointegration Test
garch-methods Methods for Fitted GARCH Models
na.remove NA Handling Routines for Time Series
get.hist.quote Download Historical Finance Data
USeconomic U.S. Economic Variables
arma Fit ARMA Models to Time Series
garch Fit GARCH Models to Time Series
NelPlo Nelson--Plosser Macroeconomic Time Series
kpss.test KPSS Test for Stationarity
read.ts Read Time Series Data
irts Irregularly Spaced Time-Series
pp.test Phillips--Perron Unit Root Test
irts-functions Basic Functions for Irregular Time-Series Objects
plotOHLC Plot Open--High--Low--Close Bar Chart
tcm Monthly Yields on Treasury Securities
maxdrawdown Maximum Drawdown or Maximum Loss
summary.arma Summarizing ARMA Model Fits
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
portfolio.optim Portfolio Optimization
tsbootstrap Bootstrap for General Stationary Data
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
read.matrix Read Matrix Data
bev Beveridge Wheat Price Index, 1500--1869.
quadmap Quadratic Map (Logistic Equation)
white.test White Neural Network Test for Nonlinearity
tcmd Daily Yields on Treasury Securities
arma-methods Methods for Fitted ARMA Models
surrogate Generate Surrogate Data and Statistics
tseries-internal Internal tseries functions
adf.test Augmented Dickey--Fuller Test
summary.garch Summarizing GARCH Model Fits
runs.test Runs Test
camp Mount Campito Yearly Treering Data, -3435--1969.
jarque.bera.test Jarque--Bera Test
ice.river Icelandic River Data
seqplot.ts Plot Two Time Series
sterling Sterling Ratio
bds.test BDS Test
irts-methods Methods for Irregular Time-Series Objects
sharpe Sharpe Ratio
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Date 2004-04-23
License GPL (see file COPYING)
Packaged Thu Apr 22 16:32:16 2004; hornik

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