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tseries (version 0.9-7)
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
182,356
Version
0.9-7
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
January 22nd, 2003
Functions in tseries (0.9-7)
Search functions
arma
Fit ARMA Models to Time Series
USeconomic
U.S. Economic Variables
na.remove
NA Handling Routines for Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
kpss.test
KPSS Test for Stationarity
bds.test
BDS Test
get.hist.quote
Download Historical Finance Data
arma-methods
Methods for Fitted ARMA Models
maxdrawdown
Maximum Drawdown or Maximum Loss
quadmap
Quadratic Map (Logistic Equation)
po.test
Phillips--Ouliaris Cointegration Test
seqplot.ts
Plot Two Time Series
read.matrix
Read Matrix Data
surrogate
Generate Surrogate Data and Statistics
tcm
Monthly Yields on Treasury Securities
summary.arma
Summarizing ARMA Model Fits
tseries-internal
Internal tseries functions
garch-methods
Methods for Fitted GARCH Models
portfolio.optim
Portfolio Optimization
white.test
White Neural Network Test for Nonlinearity
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
summary.garch
Summarizing GARCH Model Fits
plotOHLC
Plot Open--High--Low--Close Bar Chart
bev
Beveridge Wheat Price Index, 1500--1869.
adf.test
Augmented Dickey--Fuller Test
garch
Fit GARCH Models to Time Series
read.ts
Read Time Series Data
runs.test
Runs Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
pp.test
Phillips--Perron Unit Root Test
sharpe
Sharpe Ratio
camp
Mount Campito Yearly Treering Data, -3435--1969.
tcmd
Daily Yields on Treasury Securities
jarque.bera.test
Jarque--Bera Test
sterling
Sterling Ratio
tsbootstrap
Bootstrap for General Stationary Data
ice.river
Icelandic River Data