Man pages for tseries
Time Series Analysis and Computational Finance

adf.testAugmented Dickey-Fuller Test
armaFit ARMA Models to Time Series
arma-methodsMethods for Fitted ARMA Models
bds.testBDS Test
bevBeveridge Wheat Price Index, 1500-1869.
campMount Campito Yearly Treering Data, -3435-1969.
garchFit GARCH Models to Time Series
garch-methodsMethods for Fitted GARCH Models
get.hist.quoteDownload Historical Finance Data
ice.riverIcelandic River Data
irtsIrregularly Spaced Time-Series
irts-functionsBasic Functions for Irregular Time-Series Objects
irts-methodsMethods for Irregular Time-Series Objects
jarque.bera.testJarque-Bera Test
kpss.testKPSS Test for Stationarity
maxdrawdownMaximum Drawdown or Maximum Loss
na.removeNA Handling Routines for Time Series
NelPloNelson-Plosser Macroeconomic Time Series
ninoSea Surface Temperature (SST) Nino 3 and Nino 3.4 Indices
plotOHLCPlot Open-High-Low-Close Bar Chart
portfolio.optimPortfolio Optimization
po.testPhillips-Ouliaris Cointegration Test
pp.testPhillips-Perron Unit Root Test
quadmapQuadratic Map (Logistic Equation)
read.matrixRead Matrix Data
read.tsRead Time Series Data
runs.testRuns Test
seqplot.tsPlot Two Time Series
sharpeSharpe Ratio
sterlingSterling Ratio
summary.armaSummarizing ARMA Model Fits
summary.garchSummarizing GARCH Model Fits
surrogateGenerate Surrogate Data and Statistics
tcmMonthly Yields on Treasury Securities
tcmdDaily Yields on Treasury Securities
terasvirta.testTeraesvirta Neural Network Test for Nonlinearity
tsbootstrapBootstrap for General Stationary Data
USeconomicU.S. Economic Variables
white.testWhite Neural Network Test for Nonlinearity
tseries documentation built on June 5, 2019, 5:03 p.m.