tseries v0.9-23


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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
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
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Date 2004-08-05
License GPL (see file COPYING)
Packaged Thu Aug 5 12:22:37 2004; hornik

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