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tseries (version 0.9-27)
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
0.9-27
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-27)
Search all functions
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