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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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Version

Install

install.packages('tseries')

Monthly Downloads

202,410

Version

0.10-58

License

GPL-2 | GPL-3

Maintainer

Last Published

September 23rd, 2024

Functions in tseries (0.10-58)

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