tseries v0.9-4

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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
NelPlo Nelson--Plosser Macroeconomic Time Series
plotOHLC Plot Open--High--Low--Close Bar Chart
kpss.test KPSS Test for Stationarity
po.test Phillips--Ouliaris Cointegration Test
bds.test BDS Test
na.remove NA Handling Routines for Time Series
pp.test Phillips--Perron Unit Root Test
nino Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
arma-methods Methods for Fitted ARMA Models
garch Fit GARCH Models to Time Series
runs.test Runs Test
white.test White Neural Network Test for Nonlinearity
summary.garch Summarizing GARCH Model Fits
tcm Monthly Yields on Treasury Securities
read.matrix Read Matrix Data
sterling Sterling Ratio
jarque.bera.test Jarque--Bera Test
sharpe Sharpe Ratio
get.hist.quote Download Historical Finance Data
bev Beveridge Wheat Price Index, 1500--1869.
tcmd Daily Yields on Treasury Securities
tseries-internal Internal tseries functions
arma Fit ARMA Models to Time Series
surrogate Generate Surrogate Data and Statistics
garch-methods Methods for Fitted GARCH Models
tsbootstrap Bootstrap for General Stationary Data
seqplot.ts Plot Two Time Series
summary.arma Summarizing ARMA Model Fits
terasvirta.test Teraesvirta Neural Network Test for Nonlinearity
quadmap Quadratic Map (Logistic Equation)
maxdrawdown Maximum Drawdown or Maximum Loss
portfolio.optim Portfolio Optimization
USeconomic U.S. Economic Variables
camp Mount Campito Yearly Treering Data, -3435--1969.
ice.river Icelandic River Data
read.ts Read Time Series Data
adf.test Augmented Dickey--Fuller Test
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Date 2002-10-02
License GPL (see file COPYING)

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