tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Install the latest version of this package by entering the following in R:
install.packages("tseries")
AuthorAdrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Date of publication2017-04-19 08:29:57 UTC
MaintainerKurt Hornik <Kurt.Hornik@R-project.org>
LicenseGPL-2
Version0.10-40

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

Functions

adf.test Man page
approx.irts Man page
arma Man page
arma-methods Man page
as.irts Man page
as.irts.default Man page
as.irts.zoo Man page
bds.test Man page
bev Man page
camp Man page
coef.arma Man page
coef.garch Man page
cpi Man page
daysecond Man page
emp Man page
fitted.arma Man page
fitted.garch Man page
flow.jok Man page
flow.vat Man page
garch Man page
garch.control Man page
garch-methods Man page
get.hist.quote Man page
GNP Man page
gnp.capita Man page
gnp.def Man page
gnp.nom Man page
gnp.real Man page
ice.river Man page
int.rate Man page
ip Man page
irts Man page
[.irts Man page
irts-functions Man page
irts-methods Man page
is.businessday Man page
is.irts Man page
is.weekend Man page
jarque.bera.test Man page
kpss.test Man page
lines.irts Man page
logLik.garch Man page
M1 Man page
maxdrawdown Man page
money.stock Man page
na.remove Man page
na.remove.default Man page
na.remove.ts Man page
NelPlo Man page
nino Man page
nino3 Man page
nino3.4 Man page
nom.wages Man page
plot.arma Man page
plot.garch Man page
plot.irts Man page
plotOHLC Man page
points.irts Man page
portfolio.optim Man page
portfolio.optim.default Man page
portfolio.optim.ts Man page
po.test Man page
pp.test Man page
prec Man page
predict.garch Man page
print.arma Man page
print.bdstest Man page
print.garch Man page
print.irts Man page
print.resample.statistic Man page
print.summary.arma Man page
print.summary.garch Man page
quadmap Man page
read.irts Man page
read.matrix Man page
read.ts Man page
real.wages Man page
residuals.arma Man page
residuals.garch Man page
rl Man page
rs Man page
runs.test Man page
seqplot.ts Man page
sharpe Man page
sterling Man page
stock.prices Man page
summary.arma Man page
summary.garch Man page
surrogate Man page
tcm Man page
tcm10y Man page
tcm10yd Man page
tcm1y Man page
tcm1yd Man page
tcm3y Man page
tcm3yd Man page
tcm5y Man page
tcm5yd Man page
tcmd Man page
temp Man page
terasvirta.test Man page
terasvirta.test.default Man page
terasvirta.test.ts Man page
time.irts Man page
tsbootstrap Man page
unemp Man page
USeconomic Man page
value Man page
value.irts Man page
vcov.arma Man page
vcov.garch Man page
vel Man page
weekday Man page
white.test Man page
white.test.default Man page
white.test.ts Man page
write.irts Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.