tseries v0.9-8


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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
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
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Date 2003-02-05
License GPL (see file COPYING)

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