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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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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-25
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-25)
Search all functions
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