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tseries (version 0.10-58)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
202,410
Version
0.10-58
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
September 23rd, 2024
Functions in tseries (0.10-58)
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ice.river
Icelandic River Data
jarque.bera.test
Jarque--Bera Test
quadmap
Quadratic Map (Logistic Equation)
po.test
Phillips--Ouliaris Cointegration Test
read.matrix
Read Matrix Data
plotOHLC
Plot Open-High-Low-Close Bar Chart
tcmd
Daily Yields on Treasury Securities
tsbootstrap
Bootstrap for General Stationary Data
sharpe
Sharpe Ratio
tcm
Monthly Yields on Treasury Securities
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
seqplot.ts
Plot Two Time Series
pp.test
Phillips--Perron Unit Root Test
portfolio.optim
Portfolio Optimization
white.test
White Neural Network Test for Nonlinearity
summary.garch
Summarizing GARCH Model Fits
surrogate
Generate Surrogate Data and Statistics
runs.test
Runs Test
sterling
Sterling Ratio
read.ts
Read Time Series Data
summary.arma
Summarizing ARMA Model Fits
arma-methods
Methods for Fitted ARMA Models
bds.test
BDS Test
adf.test
Augmented Dickey--Fuller Test
NelPlo
Nelson--Plosser Macroeconomic Time Series
arma
Fit ARMA Models to Time Series
garch
Fit GARCH Models to Time Series
camp
Mount Campito Yearly Treering Data, -3435--1969.
bev
Beveridge Wheat Price Index, 1500--1869.
garch-methods
Methods for Fitted GARCH Models
USeconomic
U.S. Economic Variables
get.hist.quote
Download Historical Finance Data
kpss.test
KPSS Test for Stationarity
irts
Irregularly Spaced Time-Series
irts-functions
Basic Functions for Irregular Time-Series Objects
irts-methods
Methods for Irregular Time-Series Objects
maxdrawdown
Maximum Drawdown or Maximum Loss
na.remove
NA Handling Routines for Time Series
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices