tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Author
Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Date of publication
2016-05-02 13:58:30
Maintainer
Kurt Hornik <Kurt.Hornik@R-project.org>
License
GPL-2
Version
0.10-35

View on CRAN

Man pages

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

Files in this package

tseries
tseries/inst
tseries/inst/CITATION
tseries/src
tseries/src/Makevars
tseries/src/arma.c
tseries/src/tsutils.c
tseries/src/ppsum.c
tseries/src/boot.c
tseries/src/bdstest.c
tseries/src/dsumsl.f
tseries/src/garch.c
tseries/src/formats.c
tseries/NAMESPACE
tseries/data
tseries/data/nino.rda
tseries/data/tcmd.rda
tseries/data/camp.rda
tseries/data/NelPlo.rda
tseries/data/ice.river.rda
tseries/data/tcm.rda
tseries/data/USeconomic.rda
tseries/data/bev.rda
tseries/R
tseries/R/arma.R
tseries/R/irts.R
tseries/R/garch.R
tseries/R/test.R
tseries/R/tsutils.R
tseries/R/finance.R
tseries/R/zzz.R
tseries/MD5
tseries/README
tseries/DESCRIPTION
tseries/ChangeLog
tseries/man
tseries/man/seqplot.ts.Rd
tseries/man/read.ts.Rd
tseries/man/po.test.Rd
tseries/man/nino.Rd
tseries/man/portfolio.optim.Rd
tseries/man/irts-functions.Rd
tseries/man/quadmap.Rd
tseries/man/white.test.Rd
tseries/man/plotOHLC.Rd
tseries/man/ice.river.Rd
tseries/man/irts-methods.Rd
tseries/man/garch.Rd
tseries/man/sharpe.Rd
tseries/man/tcmd.Rd
tseries/man/terasvirta.test.Rd
tseries/man/arma-methods.Rd
tseries/man/bev.Rd
tseries/man/tsbootstrap.Rd
tseries/man/maxdrawdown.Rd
tseries/man/pp.test.Rd
tseries/man/camp.Rd
tseries/man/NelPlo.Rd
tseries/man/tcm.Rd
tseries/man/surrogate.Rd
tseries/man/jarque.bera.test.Rd
tseries/man/irts.Rd
tseries/man/summary.arma.Rd
tseries/man/USeconomic.Rd
tseries/man/na.remove.Rd
tseries/man/bds.test.Rd
tseries/man/garch-methods.Rd
tseries/man/arma.Rd
tseries/man/get.hist.quote.Rd
tseries/man/sterling.Rd
tseries/man/read.matrix.Rd
tseries/man/runs.test.Rd
tseries/man/adf.test.Rd
tseries/man/kpss.test.Rd
tseries/man/summary.garch.Rd