tseries v0.9-4

Monthly downloads

by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

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
No Results!

Date	2002-10-02
License	GPL (see file COPYING)

depends	MVA , quadprog , ts
Contributors	Compiled by Adrian Trapletti