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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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Version

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)

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