tseries v0.9-6


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

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