tseries v0.9-25

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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
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
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Date 2005-04-01
License GPL (see file COPYING)
Packaged Fri Apr 1 09:56:26 2005; hornik

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