tseries v0.9-22


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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
arma Fit ARMA Models to Time Series
jarque.bera.test Jarque--Bera Test
bds.test BDS Test
garch Fit GARCH Models to Time Series
bev Beveridge Wheat Price Index, 1500--1869.
na.remove NA Handling Routines for Time Series
kpss.test KPSS Test for Stationarity
irts Irregularly Spaced Time-Series
portfolio.optim Portfolio Optimization
irts-functions Basic Functions for Irregular Time-Series Objects
maxdrawdown Maximum Drawdown or Maximum Loss
get.hist.quote Download Historical Finance Data
summary.arma Summarizing ARMA Model Fits
tseries-internal Internal tseries functions
sterling Sterling Ratio
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap Bootstrap for General Stationary Data
runs.test Runs Test
seqplot.ts Plot Two Time Series
read.ts Read Time Series Data
adf.test Augmented Dickey--Fuller Test
NelPlo Nelson--Plosser Macroeconomic Time Series
summary.garch Summarizing GARCH Model Fits
quadmap Quadratic Map (Logistic Equation)
irts-methods Methods for Irregular Time-Series Objects
USeconomic U.S. Economic Variables
arma-methods Methods for Fitted ARMA Models
tcm Monthly Yields on Treasury Securities
camp Mount Campito Yearly Treering Data, -3435--1969.
ice.river Icelandic River Data
po.test Phillips--Ouliaris Cointegration Test
tcmd Daily Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
garch-methods Methods for Fitted GARCH Models
plotOHLC Plot Open-High-Low-Close Bar Chart
sharpe Sharpe Ratio
white.test White Neural Network Test for Nonlinearity
pp.test Phillips--Perron Unit Root Test
read.matrix Read Matrix Data
surrogate Generate Surrogate Data and Statistics
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Date 2004-07-20
License GPL (see file COPYING)
Packaged Tue Jul 20 13:15:05 2004; hornik

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