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tseries (version 0.9-6)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
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Install
install.packages('tseries')
Monthly Downloads
149,443
Version
0.9-6
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-6)
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maxdrawdown
Maximum Drawdown or Maximum Loss
adf.test
Augmented Dickey--Fuller Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch-methods
Methods for Fitted GARCH Models
read.matrix
Read Matrix Data
tseries-internal
Internal tseries functions
ice.river
Icelandic River Data
bds.test
BDS Test
summary.garch
Summarizing GARCH Model Fits
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
USeconomic
U.S. Economic Variables
portfolio.optim
Portfolio Optimization
runs.test
Runs Test
sharpe
Sharpe Ratio
jarque.bera.test
Jarque--Bera Test
surrogate
Generate Surrogate Data and Statistics
kpss.test
KPSS Test for Stationarity
tsbootstrap
Bootstrap for General Stationary Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
summary.arma
Summarizing ARMA Model Fits
read.ts
Read Time Series Data
na.remove
NA Handling Routines for Time Series
arma
Fit ARMA Models to Time Series
get.hist.quote
Download Historical Finance Data
sterling
Sterling Ratio
white.test
White Neural Network Test for Nonlinearity
po.test
Phillips--Ouliaris Cointegration Test
tcmd
Daily Yields on Treasury Securities
bev
Beveridge Wheat Price Index, 1500--1869.
seqplot.ts
Plot Two Time Series
quadmap
Quadratic Map (Logistic Equation)
tcm
Monthly Yields on Treasury Securities
plotOHLC
Plot Open--High--Low--Close Bar Chart
arma-methods
Methods for Fitted ARMA Models
garch
Fit GARCH Models to Time Series
pp.test
Phillips--Perron Unit Root Test