tseries v0.9-5


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

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