tseries v0.9-27


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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
USeconomic U.S. Economic Variables
bds.test BDS Test
adf.test Augmented Dickey--Fuller Test
arma Fit ARMA Models to Time Series
arma-methods Methods for Fitted ARMA Models
irts-methods Methods for Irregular Time-Series Objects
NelPlo Nelson--Plosser Macroeconomic Time Series
plotOHLC Plot Open-High-Low-Close Bar Chart
read.matrix Read Matrix Data
po.test Phillips--Ouliaris Cointegration Test
ice.river Icelandic River Data
pp.test Phillips--Perron Unit Root Test
read.ts Read Time Series Data
irts Irregularly Spaced Time-Series
garch-methods Methods for Fitted GARCH Models
get.hist.quote Download Historical Finance Data
runs.test Runs Test
camp Mount Campito Yearly Treering Data, -3435--1969.
tcm Monthly Yields on Treasury Securities
garch Fit GARCH Models to Time Series
kpss.test KPSS Test for Stationarity
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bev Beveridge Wheat Price Index, 1500--1869.
maxdrawdown Maximum Drawdown or Maximum Loss
surrogate Generate Surrogate Data and Statistics
portfolio.optim Portfolio Optimization
summary.arma Summarizing ARMA Model Fits
irts-functions Basic Functions for Irregular Time-Series Objects
sharpe Sharpe Ratio
tcmd Daily Yields on Treasury Securities
quadmap Quadratic Map (Logistic Equation)
tsbootstrap Bootstrap for General Stationary Data
seqplot.ts Plot Two Time Series
na.remove NA Handling Routines for Time Series
summary.garch Summarizing GARCH Model Fits
jarque.bera.test Jarque--Bera Test
sterling Sterling Ratio
tseries-internal Internal tseries functions
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
white.test White Neural Network Test for Nonlinearity
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Date 2005-05-19
License GPL (see file COPYING)
Packaged Thu May 19 07:27:16 2005; hornik

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