Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.9-3)
Package for time series analysis
Description
Package for time series analysis and computational finance
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-3
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-3)
Search all functions
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