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tseries (version 0.9-29)
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
149,443
Version
0.9-29
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-29)
Search all functions
read.ts
Read Time Series Data
po.test
Phillips--Ouliaris Cointegration Test
arma
Fit ARMA Models to Time Series
get.hist.quote
Download Historical Finance Data
ice.river
Icelandic River Data
camp
Mount Campito Yearly Treering Data, -3435--1969.
NelPlo
Nelson--Plosser Macroeconomic Time Series
read.matrix
Read Matrix Data
arma-methods
Methods for Fitted ARMA Models
irts-functions
Basic Functions for Irregular Time-Series Objects
adf.test
Augmented Dickey--Fuller Test
maxdrawdown
Maximum Drawdown or Maximum Loss
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
bev
Beveridge Wheat Price Index, 1500--1869.
kpss.test
KPSS Test for Stationarity
na.remove
NA Handling Routines for Time Series
plotOHLC
Plot Open-High-Low-Close Bar Chart
garch-methods
Methods for Fitted GARCH Models
portfolio.optim
Portfolio Optimization
garch
Fit GARCH Models to Time Series
bds.test
BDS Test
sharpe
Sharpe Ratio
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
tcmd
Daily Yields on Treasury Securities
tseries-internal
Internal tseries functions
jarque.bera.test
Jarque--Bera Test
seqplot.ts
Plot Two Time Series
tcm
Monthly Yields on Treasury Securities
runs.test
Runs Test
summary.arma
Summarizing ARMA Model Fits
irts
Irregularly Spaced Time-Series
summary.garch
Summarizing GARCH Model Fits
white.test
White Neural Network Test for Nonlinearity
pp.test
Phillips--Perron Unit Root Test
irts-methods
Methods for Irregular Time-Series Objects
surrogate
Generate Surrogate Data and Statistics
USeconomic
U.S. Economic Variables
sterling
Sterling Ratio
quadmap
Quadratic Map (Logistic Equation)
tsbootstrap
Bootstrap for General Stationary Data