tseries: Time Series Analysis and Computational Finance

Time series analysis and computational finance.

AuthorAdrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Date of publication2016-12-15 16:41:41
MaintainerKurt Hornik <Kurt.Hornik@R-project.org>
LicenseGPL-2
Version0.10-36

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

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

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