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tseries (version 0.10-56)
Time Series Analysis and Computational Finance
Description
Time series analysis and computational finance.
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Install
install.packages('tseries')
Monthly Downloads
204,008
Version
0.10-56
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
May 14th, 2024
Functions in tseries (0.10-56)
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na.remove
NA Handling Routines for Time Series
jarque.bera.test
Jarque--Bera Test
irts-functions
Basic Functions for Irregular Time-Series Objects
pp.test
Phillips--Perron Unit Root Test
sharpe
Sharpe Ratio
seqplot.ts
Plot Two Time Series
quadmap
Quadratic Map (Logistic Equation)
irts-methods
Methods for Irregular Time-Series Objects
read.matrix
Read Matrix Data
nino
Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
portfolio.optim
Portfolio Optimization
ice.river
Icelandic River Data
read.ts
Read Time Series Data
plotOHLC
Plot Open-High-Low-Close Bar Chart
tcm
Monthly Yields on Treasury Securities
surrogate
Generate Surrogate Data and Statistics
tcmd
Daily Yields on Treasury Securities
maxdrawdown
Maximum Drawdown or Maximum Loss
white.test
White Neural Network Test for Nonlinearity
po.test
Phillips--Ouliaris Cointegration Test
summary.arma
Summarizing ARMA Model Fits
runs.test
Runs Test
terasvirta.test
Teraesvirta Neural Network Test for Nonlinearity
sterling
Sterling Ratio
tsbootstrap
Bootstrap for General Stationary Data
summary.garch
Summarizing GARCH Model Fits
garch
Fit GARCH Models to Time Series
USeconomic
U.S. Economic Variables
bds.test
BDS Test
get.hist.quote
Download Historical Finance Data
bev
Beveridge Wheat Price Index, 1500--1869.
arma
Fit ARMA Models to Time Series
irts
Irregularly Spaced Time-Series
kpss.test
KPSS Test for Stationarity
arma-methods
Methods for Fitted ARMA Models
camp
Mount Campito Yearly Treering Data, -3435--1969.
NelPlo
Nelson--Plosser Macroeconomic Time Series
garch-methods
Methods for Fitted GARCH Models
adf.test
Augmented Dickey--Fuller Test