tseries v0.9-9

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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
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
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Date 2003-02-19
License GPL (see file COPYING)

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