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tseries (version 0.9-23)

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

149,443

Version

0.9-23

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-23)

maxdrawdown

Maximum Drawdown or Maximum Loss
bds.test

BDS Test
arma-methods

Methods for Fitted ARMA Models
NelPlo

Nelson--Plosser Macroeconomic Time Series
read.ts

Read Time Series Data
jarque.bera.test

Jarque--Bera Test
bev

Beveridge Wheat Price Index, 1500--1869.
plotOHLC

Plot Open-High-Low-Close Bar Chart
garch-methods

Methods for Fitted GARCH Models
kpss.test

KPSS Test for Stationarity
read.matrix

Read Matrix Data
quadmap

Quadratic Map (Logistic Equation)
irts-methods

Methods for Irregular Time-Series Objects
po.test

Phillips--Ouliaris Cointegration Test
ice.river

Icelandic River Data
tsbootstrap

Bootstrap for General Stationary Data
get.hist.quote

Download Historical Finance Data
na.remove

NA Handling Routines for Time Series
camp

Mount Campito Yearly Treering Data, -3435--1969.
sterling

Sterling Ratio
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
summary.arma

Summarizing ARMA Model Fits
tseries-internal

Internal tseries functions
pp.test

Phillips--Perron Unit Root Test
white.test

White Neural Network Test for Nonlinearity
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
USeconomic

U.S. Economic Variables
summary.garch

Summarizing GARCH Model Fits
tcmd

Daily Yields on Treasury Securities
adf.test

Augmented Dickey--Fuller Test
garch

Fit GARCH Models to Time Series
sharpe

Sharpe Ratio
surrogate

Generate Surrogate Data and Statistics
seqplot.ts

Plot Two Time Series
tcm

Monthly Yields on Treasury Securities
irts-functions

Basic Functions for Irregular Time-Series Objects
irts

Irregularly Spaced Time-Series
portfolio.optim

Portfolio Optimization
arma

Fit ARMA Models to Time Series
runs.test

Runs Test