tseries v0.9-28

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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-methods Methods for Fitted ARMA Models
irts-methods Methods for Irregular Time-Series Objects
garch-methods Methods for Fitted GARCH Models
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
camp Mount Campito Yearly Treering Data, -3435--1969.
read.matrix Read Matrix Data
portfolio.optim Portfolio Optimization
garch Fit GARCH Models to Time Series
pp.test Phillips--Perron Unit Root Test
tsbootstrap Bootstrap for General Stationary Data
po.test Phillips--Ouliaris Cointegration Test
bds.test BDS Test
plotOHLC Plot Open-High-Low-Close Bar Chart
sterling Sterling Ratio
sharpe Sharpe Ratio
irts Irregularly Spaced Time-Series
arma Fit ARMA Models to Time Series
adf.test Augmented Dickey--Fuller Test
white.test White Neural Network Test for Nonlinearity
maxdrawdown Maximum Drawdown or Maximum Loss
na.remove NA Handling Routines for Time Series
tseries-internal Internal tseries functions
ice.river Icelandic River Data
USeconomic U.S. Economic Variables
get.hist.quote Download Historical Finance Data
bev Beveridge Wheat Price Index, 1500--1869.
tcmd Daily Yields on Treasury Securities
NelPlo Nelson--Plosser Macroeconomic Time Series
seqplot.ts Plot Two Time Series
irts-functions Basic Functions for Irregular Time-Series Objects
tcm Monthly Yields on Treasury Securities
kpss.test KPSS Test for Stationarity
quadmap Quadratic Map (Logistic Equation)
read.ts Read Time Series Data
summary.garch Summarizing GARCH Model Fits
summary.arma Summarizing ARMA Model Fits
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
surrogate Generate Surrogate Data and Statistics
jarque.bera.test Jarque--Bera Test
runs.test Runs Test
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Date 2005-08-19
License GPL (see file COPYING)
Packaged Mon Aug 29 23:28:52 2005; hornik

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