tseries v0.9-29

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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
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
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Details

Date 2005-09-03
License GPL (see file COPYING)
Packaged Sat Sep 3 21:22:23 2005; hornik

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