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tseries (version 0.9-5)

Time series analysis and computational finance

Description

Package for time series analysis and computational finance

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Version

Install

install.packages('tseries')

Monthly Downloads

149,443

Version

0.9-5

License

GPL (see file COPYING)

Maintainer

Kurt Hornik

Last Published

September 23rd, 2024

Functions in tseries (0.9-5)

USeconomic

U.S. Economic Variables
NelPlo

Nelson--Plosser Macroeconomic Time Series
read.matrix

Read Matrix Data
sharpe

Sharpe Ratio
camp

Mount Campito Yearly Treering Data, -3435--1969.
arma

Fit ARMA Models to Time Series
white.test

White Neural Network Test for Nonlinearity
quadmap

Quadratic Map (Logistic Equation)
read.ts

Read Time Series Data
na.remove

NA Handling Routines for Time Series
kpss.test

KPSS Test for Stationarity
tsbootstrap

Bootstrap for General Stationary Data
plotOHLC

Plot Open--High--Low--Close Bar Chart
tseries-internal

Internal tseries functions
jarque.bera.test

Jarque--Bera Test
get.hist.quote

Download Historical Finance Data
pp.test

Phillips--Perron Unit Root Test
sterling

Sterling Ratio
runs.test

Runs Test
garch-methods

Methods for Fitted GARCH Models
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
maxdrawdown

Maximum Drawdown or Maximum Loss
seqplot.ts

Plot Two Time Series
ice.river

Icelandic River Data
summary.garch

Summarizing GARCH Model Fits
tcmd

Daily Yields on Treasury Securities
summary.arma

Summarizing ARMA Model Fits
garch

Fit GARCH Models to Time Series
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
po.test

Phillips--Ouliaris Cointegration Test
bds.test

BDS Test
bev

Beveridge Wheat Price Index, 1500--1869.
adf.test

Augmented Dickey--Fuller Test
portfolio.optim

Portfolio Optimization
arma-methods

Methods for Fitted ARMA Models
tcm

Monthly Yields on Treasury Securities
surrogate

Generate Surrogate Data and Statistics