Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.10-58) of this package.
Take me there.
tseries (version 0.9-5)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
Copy Link
Link to current version
Version
Version
0.10-58
0.10-57
0.10-56
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
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)
Search all functions
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