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tseries (version 0.9-28)
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
0.9-28
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-28)
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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