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tseries (version 0.9-26)
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
443,801
Version
0.9-26
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-26)
Search all functions
arma
Fit ARMA Models to Time Series
USeconomic
U.S. Economic Variables
get.hist.quote
Download Historical Finance Data
tsbootstrap
Bootstrap for General Stationary Data
na.remove
NA Handling Routines for Time Series
plotOHLC
Plot Open-High-Low-Close Bar Chart
arma-methods
Methods for Fitted ARMA Models
read.ts
Read Time Series Data
adf.test
Augmented Dickey--Fuller Test
garch-methods
Methods for Fitted GARCH Models
sharpe
Sharpe Ratio
irts-functions
Basic Functions for Irregular Time-Series Objects
tcmd
Daily Yields on Treasury Securities
maxdrawdown
Maximum Drawdown or Maximum Loss
NelPlo
Nelson--Plosser Macroeconomic Time Series
irts
Irregularly Spaced Time-Series
ice.river
Icelandic River Data
po.test
Phillips--Ouliaris Cointegration Test
summary.arma
Summarizing ARMA Model Fits
camp
Mount Campito Yearly Treering Data, -3435--1969.
garch
Fit GARCH Models to Time Series
quadmap
Quadratic Map (Logistic Equation)
runs.test
Runs Test
portfolio.optim
Portfolio Optimization
kpss.test
KPSS Test for Stationarity
sterling
Sterling Ratio
pp.test
Phillips--Perron Unit Root Test
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bev
Beveridge Wheat Price Index, 1500--1869.
tcm
Monthly Yields on Treasury Securities
tseries-internal
Internal tseries functions
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
read.matrix
Read Matrix Data
surrogate
Generate Surrogate Data and Statistics
bds.test
BDS Test
irts-methods
Methods for Irregular Time-Series Objects
seqplot.ts
Plot Two Time Series
white.test
White Neural Network Test for Nonlinearity
jarque.bera.test
Jarque--Bera Test