tseries v0.9-24

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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
irts-functions Basic Functions for Irregular Time-Series Objects
camp Mount Campito Yearly Treering Data, -3435--1969.
maxdrawdown Maximum Drawdown or Maximum Loss
na.remove NA Handling Routines for Time Series
USeconomic U.S. Economic Variables
bds.test BDS Test
read.ts Read Time Series Data
get.hist.quote Download Historical Finance Data
garch Fit GARCH Models to Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
tseries-internal Internal tseries functions
surrogate Generate Surrogate Data and Statistics
plotOHLC Plot Open-High-Low-Close Bar Chart
adf.test Augmented Dickey--Fuller Test
garch-methods Methods for Fitted GARCH Models
tcmd Daily Yields on Treasury Securities
tcm Monthly Yields on Treasury Securities
kpss.test KPSS Test for Stationarity
white.test White Neural Network Test for Nonlinearity
bev Beveridge Wheat Price Index, 1500--1869.
arma-methods Methods for Fitted ARMA Models
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
ice.river Icelandic River Data
sterling Sterling Ratio
summary.garch Summarizing GARCH Model Fits
irts Irregularly Spaced Time-Series
pp.test Phillips--Perron Unit Root Test
runs.test Runs Test
jarque.bera.test Jarque--Bera Test
tsbootstrap Bootstrap for General Stationary Data
summary.arma Summarizing ARMA Model Fits
arma Fit ARMA Models to Time Series
irts-methods Methods for Irregular Time-Series Objects
seqplot.ts Plot Two Time Series
read.matrix Read Matrix Data
po.test Phillips--Ouliaris Cointegration Test
portfolio.optim Portfolio Optimization
NelPlo Nelson--Plosser Macroeconomic Time Series
quadmap Quadratic Map (Logistic Equation)
sharpe Sharpe Ratio
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Date 2004-11-11
License GPL (see file COPYING)
Packaged Fri Nov 12 08:49:11 2004; hornik

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