Man pages for tseries
Time Series Analysis and Computational Finance
| 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 |
