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tseries (version 0.9-30)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.9-30
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 6th, 2005
Functions in tseries (0.9-30)
Search functions
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