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tseries (version 0.9-25)

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

144,883

Version

0.9-25

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-25)

portfolio.optim

Portfolio Optimization
NelPlo

Nelson--Plosser Macroeconomic Time Series
USeconomic

U.S. Economic Variables
get.hist.quote

Download Historical Finance Data
arma

Fit ARMA Models to Time Series
ice.river

Icelandic River Data
garch-methods

Methods for Fitted GARCH Models
garch

Fit GARCH Models to Time Series
adf.test

Augmented Dickey--Fuller Test
pp.test

Phillips--Perron Unit Root Test
tseries-internal

Internal tseries functions
read.matrix

Read Matrix Data
tcm

Monthly Yields on Treasury Securities
maxdrawdown

Maximum Drawdown or Maximum Loss
arma-methods

Methods for Fitted ARMA Models
surrogate

Generate Surrogate Data and Statistics
sterling

Sterling Ratio
white.test

White Neural Network Test for Nonlinearity
plotOHLC

Plot Open-High-Low-Close Bar Chart
summary.garch

Summarizing GARCH Model Fits
quadmap

Quadratic Map (Logistic Equation)
irts

Irregularly Spaced Time-Series
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
camp

Mount Campito Yearly Treering Data, -3435--1969.
bds.test

BDS Test
read.ts

Read Time Series Data
tsbootstrap

Bootstrap for General Stationary Data
jarque.bera.test

Jarque--Bera Test
bev

Beveridge Wheat Price Index, 1500--1869.
summary.arma

Summarizing ARMA Model Fits
kpss.test

KPSS Test for Stationarity
sharpe

Sharpe Ratio
na.remove

NA Handling Routines for Time Series
seqplot.ts

Plot Two Time Series
po.test

Phillips--Ouliaris Cointegration Test
irts-functions

Basic Functions for Irregular Time-Series Objects
runs.test

Runs Test
tcmd

Daily Yields on Treasury Securities
irts-methods

Methods for Irregular Time-Series Objects
nino

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