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tseries (version 0.9-9)
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
194,794
Version
0.9-9
License
GPL (see file COPYING)
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.9-9)
Search all functions
read.matrix
Read Matrix Data
ice.river
Icelandic River Data
quadmap
Quadratic Map (Logistic Equation)
tcm
Monthly Yields on Treasury Securities
runs.test
Runs Test
white.test
White Neural Network Test for Nonlinearity
tcmd
Daily Yields on Treasury Securities
adf.test
Augmented Dickey--Fuller Test
bev
Beveridge Wheat Price Index, 1500--1869.
tsbootstrap
Bootstrap for General Stationary Data
plotOHLC
Plot Open--High--Low--Close Bar Chart
bds.test
BDS Test
camp
Mount Campito Yearly Treering Data, -3435--1969.
get.hist.quote
Download Historical Finance Data
na.remove
NA Handling Routines for Time Series
read.ts
Read Time Series Data
seqplot.ts
Plot Two Time Series
portfolio.optim
Portfolio Optimization
sharpe
Sharpe Ratio
summary.garch
Summarizing GARCH Model Fits
summary.arma
Summarizing ARMA Model Fits
surrogate
Generate Surrogate Data and Statistics
garch
Fit GARCH Models to Time Series
arma-methods
Methods for Fitted ARMA Models
maxdrawdown
Maximum Drawdown or Maximum Loss
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
tseries-internal
Internal tseries functions
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
USeconomic
U.S. Economic Variables
sterling
Sterling Ratio
NelPlo
Nelson--Plosser Macroeconomic Time Series
kpss.test
KPSS Test for Stationarity
garch-methods
Methods for Fitted GARCH Models
pp.test
Phillips--Perron Unit Root Test
po.test
Phillips--Ouliaris Cointegration Test
jarque.bera.test
Jarque--Bera Test
arma
Fit ARMA Models to Time Series