tseries v0.9-30


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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.matrix Read Matrix Data
arma-methods Methods for Fitted ARMA Models
bds.test BDS Test
irts Irregularly Spaced Time-Series
ice.river Icelandic River Data
summary.garch Summarizing GARCH Model Fits
po.test Phillips--Ouliaris Cointegration Test
garch-methods Methods for Fitted GARCH Models
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
irts-methods Methods for Irregular Time-Series Objects
runs.test Runs Test
jarque.bera.test Jarque--Bera Test
maxdrawdown Maximum Drawdown or Maximum Loss
irts-functions Basic Functions for Irregular Time-Series Objects
bev Beveridge Wheat Price Index, 1500--1869.
tsbootstrap Bootstrap for General Stationary Data
surrogate Generate Surrogate Data and Statistics
adf.test Augmented Dickey--Fuller Test
seqplot.ts Plot Two Time Series
quadmap Quadratic Map (Logistic Equation)
arma Fit ARMA Models to Time Series
get.hist.quote Download Historical Finance Data
sharpe Sharpe Ratio
garch Fit GARCH Models to Time Series
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
NelPlo Nelson--Plosser Macroeconomic Time Series
plotOHLC Plot Open-High-Low-Close Bar Chart
USeconomic U.S. Economic Variables
white.test White Neural Network Test for Nonlinearity
read.ts Read Time Series Data
tseries-internal Internal tseries functions
camp Mount Campito Yearly Treering Data, -3435--1969.
portfolio.optim Portfolio Optimization
tcm Monthly Yields on Treasury Securities
summary.arma Summarizing ARMA Model Fits
pp.test Phillips--Perron Unit Root Test
na.remove NA Handling Routines for Time Series
tcmd Daily Yields on Treasury Securities
sterling Sterling Ratio
kpss.test KPSS Test for Stationarity
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Date 2005-09-06
License GPL (see file COPYING)
Packaged Thu Sep 8 12:53:12 2005; zeileis

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