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tseries (version 0.10-57)

Time Series Analysis and Computational Finance

Description

Time series analysis and computational finance.

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Version

Install

install.packages('tseries')

Monthly Downloads

271,589

Version

0.10-57

License

GPL-2 | GPL-3

Maintainer

Last Published

August 13th, 2024

Functions in tseries (0.10-57)

get.hist.quote

Download Historical Finance Data
quadmap

Quadratic Map (Logistic Equation)
plotOHLC

Plot Open-High-Low-Close Bar Chart
sharpe

Sharpe Ratio
pp.test

Phillips--Perron Unit Root Test
portfolio.optim

Portfolio Optimization
irts-methods

Methods for Irregular Time-Series Objects
seqplot.ts

Plot Two Time Series
read.matrix

Read Matrix Data
summary.garch

Summarizing GARCH Model Fits
surrogate

Generate Surrogate Data and Statistics
po.test

Phillips--Ouliaris Cointegration Test
white.test

White Neural Network Test for Nonlinearity
sterling

Sterling Ratio
summary.arma

Summarizing ARMA Model Fits
runs.test

Runs Test
tcmd

Daily Yields on Treasury Securities
tcm

Monthly Yields on Treasury Securities
read.ts

Read Time Series Data
terasvirta.test

Teraesvirta Neural Network Test for Nonlinearity
tsbootstrap

Bootstrap for General Stationary Data
USeconomic

U.S. Economic Variables
nino

Sea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
na.remove

NA Handling Routines for Time Series
NelPlo

Nelson--Plosser Macroeconomic Time Series
garch

Fit GARCH Models to Time Series
bev

Beveridge Wheat Price Index, 1500--1869.
camp

Mount Campito Yearly Treering Data, -3435--1969.
arma

Fit ARMA Models to Time Series
garch-methods

Methods for Fitted GARCH Models
jarque.bera.test

Jarque--Bera Test
adf.test

Augmented Dickey--Fuller Test
bds.test

BDS Test
irts

Irregularly Spaced Time-Series
ice.river

Icelandic River Data
kpss.test

KPSS Test for Stationarity
maxdrawdown

Maximum Drawdown or Maximum Loss
arma-methods

Methods for Fitted ARMA Models
irts-functions

Basic Functions for Irregular Time-Series Objects