tseries v0.9-3

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by Kurt Hornik

Package for time series analysis

Package for time series analysis and computational finance

Functions in tseries

Name Description
tsbootstrap Bootstrap for General Stationary Data
summary.arma Summarizing ARMA Model Fits
arma-methods Methods for Fitted ARMA Models
get.hist.quote Download Historical Finance Data
ice.river Icelandic River Data
kpss.test KPSS Test for Stationarity
bev Beveridge Wheat Price Index, 1500--1869.
white.test White Neural Network Test for Nonlinearity
NelPlo Nelson--Plosser Macroeconomic Time Series
po.test Phillips--Ouliaris Cointegration Test
pp.test Phillips--Perron Unit Root Test
read.ts Read Time Series Data
bds.test BDS Test
na.remove NA Handling Routines for Time Series
quadmap Quadratic Map (Logistic Equation)
sterling Sterling Ratio
irts-methods Methods for Irregular Time-Series Objects
garch Fit GARCH Models to Time Series
runs.test Runs Test
surrogate Generate Surrogate Data and Statistics
tcmd Daily Yields on Treasury Securities
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
camp Mount Campito Yearly Treering Data, -3435--1969.
adf.test Augmented Dickey--Fuller Test
USeconomic U.S. Economic Variables
portfolio.optim Portfolio Optimization
tseries-internal Internal tseries functions
arma Fit ARMA Models to Time Series
jarque.bera.test Jarque--Bera Test
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
plotOHLC Plot Open--High--Low--Close Bar Chart
tcm Monthly Yields on Treasury Securities
maxdrawdown Maximum Drawdown or Maximum Loss
garch-methods Methods for Fitted GARCH Models
sharpe Sharpe Ratio
irts-functions Basic Functions for Irregular Time-Series Objects
seqplot.ts Plot Two Time Series
irts Irregularly Spaced Time-Series
summary.garch Summarizing GARCH Model Fits
read.matrix Read Matrix Data
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Date 2002-09-09
License GPL (see file COPYING)
URL http://www.r-project.org

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