tseries v0.9-26


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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
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
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Date 2005-04-20
License GPL (see file COPYING)
Packaged Thu Apr 21 10:02:23 2005; hornik

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