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tseries (version 0.9-4)
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
149,443
Version
0.9-4
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-4)
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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