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

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
No Results!

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

depends	MVA , quadprog , ts
Contributors	Compiled by Adrian Trapletti