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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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Install
install.packages('tseries')
Monthly Downloads
271,589
Version
0.10-57
License
GPL-2 | GPL-3
Maintainer
Kurt Hornik
Last Published
August 13th, 2024
Functions in tseries (0.10-57)
Search all functions
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