RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (0.10-55) of this package.
Take me there.
tseries (version 0.9-8)
Time series analysis and computational finance
Description
Package for time series analysis and computational finance
Copy Link
Copy
Link to current version
Version
Version
0.10-55
0.10-54
0.10-53
0.10-52
0.10-51
0.10-50
0.10-49
0.10-48
0.10-47
0.10-46
0.10-45
0.10-44
0.10-43
0.10-42
0.10-41
0.10-40
0.10-37
0.10-36
0.10-35
0.10-34
0.10-33
0.10-32
0.10-31
0.10-30
0.10-29
0.10-28
0.10-27
0.10-26
0.10-25
0.10-24
0.10-23
0.10-22
0.10-21
0.10-20
0.10-19
0.10-18
0.10-17
0.10-16
0.10-15
0.10-14
0.10-13
0.10-12
0.10-11
0.10-10
0.10-9
0.10-8
0.10-7
0.10-6
0.10-5
0.10-4
0.10-3
0.10-2
0.10-1
0.10-0
0.9-30
0.9-29
0.9-28
0.9-27
0.9-26
0.9-25
0.9-24
0.9-23
0.9-22
0.9-21
0.9-20
0.9-19
0.9-18
0.9-17
0.9-16
0.9-15
0.9-14
0.9-13
0.9-12
0.9-11
0.9-10
0.9-9
0.9-8
0.9-7
0.9-6
0.9-5
0.9-4
0.9-3
0.9-2
0.9-1
0.9-0
0.8-4
0.8-3
0.8-2
0.8-0
0.7-6
0.7-5
0.7-4
0.7-3
0.7-2
0.7-1
0.7-0
0.6-5
0.5-2
0.4-1
0.4-0
0.3-1
0.2-0
0.1-2
0.1-1
Down Chevron
Install
install.packages('tseries')
Monthly Downloads
182,356
Version
0.9-8
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
February 5th, 2003
Functions in tseries (0.9-8)
Search functions
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
na.remove
NA Handling Routines for Time Series
po.test
Phillips--Ouliaris Cointegration Test
garch-methods
Methods for Fitted GARCH Models
garch
Fit GARCH Models to Time Series
kpss.test
KPSS Test for Stationarity
maxdrawdown
Maximum Drawdown or Maximum Loss
tcm
Monthly Yields on Treasury Securities
get.hist.quote
Download Historical Finance Data
surrogate
Generate Surrogate Data and Statistics
USeconomic
U.S. Economic Variables
camp
Mount Campito Yearly Treering Data, -3435--1969.
summary.garch
Summarizing GARCH Model Fits
tseries-internal
Internal tseries functions
jarque.bera.test
Jarque--Bera Test
arma
Fit ARMA Models to Time Series
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
seqplot.ts
Plot Two Time Series
portfolio.optim
Portfolio Optimization
summary.arma
Summarizing ARMA Model Fits
pp.test
Phillips--Perron Unit Root Test
runs.test
Runs Test
bds.test
BDS Test
sterling
Sterling Ratio
arma-methods
Methods for Fitted ARMA Models
quadmap
Quadratic Map (Logistic Equation)
sharpe
Sharpe Ratio
tsbootstrap
Bootstrap for General Stationary Data
tcmd
Daily Yields on Treasury Securities
read.ts
Read Time Series Data
plotOHLC
Plot Open--High--Low--Close Bar Chart
read.matrix
Read Matrix Data
bev
Beveridge Wheat Price Index, 1500--1869.
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
white.test
White Neural Network Test for Nonlinearity
ice.river
Icelandic River Data