tseries v0.9-6

Monthly downloads

by Kurt Hornik

Time series analysis and computational finance

Package for time series analysis and computational finance

Name	Description
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
No Results!

Date	2002-11-22
License	GPL (see file COPYING)

depends	MVA , quadprog , ts
Contributors	Compiled by Adrian Trapletti