R/pmg.tseries.R

## this is autogenerated. Could fix up
get.hist.quote.LIST <- list(
	title = "get.hist.quote",
	help = "get.hist.quote",
                            type = "text",
                            variableType = "",
                            assignto = TRUE,
                            action = list(
                              beginning = "get.hist.quote(", 
                              ending = ")"),
                            arguments = list(
                              Arguments = list(
                                "instrument"=list(
                                  type= "gedit",
                                  text="'^gdax'"),
                                "start"=list(
                                  type= "gcalendar",
                                  text=""),
                                "end"=list(
                                  type= "gcalendar",
                                  text=""),
                                "quote"=list(
                                  type= "gdroplist",
                                  items=c("'Open'","'High'","'Low'","'Close'","")
                                  ),
                                "provider"=list(
                                  type= "gedit",
                                  text="'yahoo'"),
                                "method"=list(
                                  type= "gedit",
                                  text="'auto'"),
                                "origin"=list(
                                  type= "gcalendar",
                                  text="'1899-12-30'"),
                                "compression"=list(
                                  type= "gedit",
                                  text="'d'")
                                )))
plot.LIST <- list(
                  title = "plot",
                  help = "plot",
                  type = "text",
                  variableType = "bivariate",
                  assignto = TRUE,
                  action = list(
                    beginning = "plot(", 
                    ending = ")"),
                  arguments = list(
                    Arguments = list(
                      "..."=list(
                        type= "gedit",
                        text="")
                      )))

plotOHLC.LIST <- list(
                      title = "plotOHLC",
                      help = "plotOHLC",
                      type = "text",
                      variableType = "univariate",
                      assignto = TRUE,
                      action = list(
                        beginning = "plotOHLC(", 
                        ending = ")"),
                      arguments = list(
                        Arguments = list(
                          "xlim"=list(
                            type= "gedit",
                            text="NULL"),
                          "ylim"=list(
                            type= "gedit",
                            text="NULL"),
                          "xlab"=list(
                            type= "gedit",
                            text="'Time'"),
                          "ylab"=list(
                            type= "gedit",
                            text=""),
                          "col"=list(
                            type= "gedit",
                            text=""),
                          "bg"=list(
                            type= "gedit",
                            text=""),
                          "axes"=list(
                            type= "gradio",
                            index = FALSE,
                            items=c("TRUE","FALSE")),
                          "frame.plot"=list(
                            type= "gedit",
                            text=""),
                          "ann"=list(
                            type= "gedit",
                            text=""),
                          "main"=list(
                            type= "gedit",
                            text="NULL"),
                          "date"=list(
                            type= "gradio",
                            index = FALSE,
                            items=c("'calendar'","'julian'","")),
                          "format"=list(
                            type= "gedit",
                            text="'%Y-%m-%d'"),
                          "origin"=list(
                            type= "gedit",
                            text="'1899-12-30'"),
                          "..."=list(
                            type= "gedit",
                            text="")
                          )))
seqplot.ts.LIST <- list(
                        title = "seqplot.ts",
                        help = "seqplot.ts",
                        type = "text",
                        variableType = "bivariate",
                        assignto = TRUE,
                        action = list(
                          beginning = "seqplot.ts(", 
                          ending = ")"),
                        arguments = list(
                          Arguments = list(
                            "colx"=list(
                              type= "gedit",
                              text="'black'"),
                            "coly"=list(
                              type= "gedit",
                              text="'red'"),
                            "typex"=list(
                              type= "gedit",
                              text="'l'"),
                            "typey"=list(
                              type= "gedit",
                              text="'l'"),
                            "pchx"=list(
                              type= "gedit",
                              text="1"),
                            "pchy"=list(
                              type= "gedit",
                              text="1"),
                            "ltyx"=list(
                              type= "gedit",
                              text="'solid'"),
                            "ltyy"=list(
                              type= "gedit",
                              text="'solid'"),
                            "oma"=list(
                              type= "gdroplist",
                              items=c("'6'","'0'","'5'","'0'","")),
                            "ann"=list(
                              type= "gedit",
                              text=""),
                            "xlab"=list(
                              type= "gedit",
                              text="'Time'"),
                            "ylab"=list(
                              type= "gedit",
                              text=""),
                            "main"=list(
                              type= "gedit",
                              text="NULL")
                            )))
ar.LIST <- list(
                title = "ar",
                help = "ar",
                type = "text",
                variableType = "univariate",
                assignto = TRUE,
                action = list(
                  beginning = "ar(", 
                  ending = ")"),
                arguments = list(
                  Arguments = list(
                    "aic"=list(
                      type= "gradio",
                      index = FALSE,
                      items=c("TRUE","FALSE")),
                    "order.max"=list(
                      type= "gedit",
                      text="NULL"),
                    "method"=list(
                      type= "gdroplist",
                      items=c("'yule-walker'","'burg'","'ols'","'mle'","'yw'","")),
                    "na.action"=list(
                      type= "gedit",
                      text=""),
                    "series"=list(
                      type= "gedit",
                      text=""),
                    "..."=list(
                      type= "gedit",
                      text="")
                    )))
arma.LIST <- list(
                  title = "arma",
                  help = "arma",
                  type = "text",
                  variableType = "univariate",
                  assignto = TRUE,
                  action = list(
                    beginning = "arma(", 
                    ending = ")"),
                  arguments = list(
                    Arguments = list(
                      "order"=list(
                        type= "gradio",
                        index = FALSE,
                        items=c("'1'","'1'","")),
                      "lag"=list(
                        type= "gedit",
                        text="NULL"),
                      "coef"=list(
                        type= "gedit",
                        text="NULL"),
                      "include.intercept"=list(
                        type= "gradio",
                        index = FALSE,
                        items=c("TRUE","FALSE")),
                      "series"=list(
                        type= "gedit",
                        text="NULL"),
                      "qr.tol"=list(
                        type= "gedit",
                        text="1e-07"),
                      "..."=list(
                        type= "gedit",
                        text="")
                      )))
arima0.LIST <- list(
                    title = "arima0",
                    help = "arima0",
                    type = "text",
                    variableType = "univariate",
                    assignto = TRUE,
                    action = list(
                      beginning = "arima0(", 
                      ending = ")"),
                    arguments = list(
                      Arguments = list(
			"order"=list(
                          type= "gdroplist",
                          items=c("'0'","'0'","'0'","")),
			"seasonal"=list(
                          type= "gedit",
                          text=""),
			"xreg"=list(
                          type= "gedit",
                          text="NULL"),
			"include.mean"=list(
                          type= "gradio",
                          index=FALSE,
                          items=c("TRUE","FALSE")),
			"delta"=list(
                          type= "gedit",
                          text="0.01"),
			"transform.pars"=list(
                          type= "gradio",
                          index=FALSE,
                          items=c("TRUE","FALSE")),
			"fixed"=list(
                          type= "gedit",
                          text="NULL"),
			"init"=list(
                          type= "gedit",
                          text="NULL"),
			"method"=list(
                          type= "gradio",
                          index=FALSE,
                          items=c("'ML'","'CSS'","")),
			"n.cond"=list(
                          type= "gedit",
                          text=""),
			"optim.control"=list(
                          type= "gedit",
                          text="")
                        )))
garch.LIST <- list(
                   title = "garch",
                   help = "garch",
                   type = "text",
                   variableType = "univariate",
                   assignto = TRUE,
                   action = list(
                     beginning = "garch(", 
                     ending = ")"),
                   arguments = list(
                     Arguments = list(
                       "order"=list(
                         type= "gradio",
                         index=FALSE,
                         items=c("'1'","'1'","")),
                       "coef"=list(
                         type= "gedit",
                         text="NULL"),
                       "itmax"=list(
                         type= "gedit",
                         text="200"),
                       "eps"=list(
                         type= "gedit",
                         text="NULL"),
                       "grad"=list(
                         type= "gradio",
                         index=FALSE,
                         items=c("'analytical'","'numerical'","")),
                       "series"=list(
                         type= "gedit",
                         text="NULL"),
                       "trace"=list(
                         type= "gradio",
                         index=FALSE,
                         items=c("TRUE","FALSE")),
                       "..."=list(
                         type= "gedit",
                         text="")
                       )))
adf.test.LIST <- list(
                      title = "adf.test",
                      help = "adf.test",
                      type = "text",
                      variableType = "univariate",
                      assignto = TRUE,
                      action = list(
                        beginning = "adf.test(", 
                        ending = ")"),
                      arguments = list(
                        Arguments = list(
                          "alternative"=list(
                            type= "gradio",
                            index=FALSE,
                            items=c("'stationary'","'explosive'","")),
                          "k"=list(
                            type= "gedit",
                            text="")
                          )))
jarque.bera.test.LIST <- list(
                              title = "jarque.bera.test",
                              help = "jarque.bera.test",
                              type = "text",
                              variableType = "",
                              assignto = TRUE,
                              action = list(
                                beginning = "jarque.bera.test(", 
                                ending = ")"),
                              arguments = list(
                                Arguments = list(
                                  "x"=list(
                                    type= "gedit",
                                    text="")
                                  )))
kpss.test.LIST <- list(
                       title = "kpss.test",
                       help = "kpss.test",
                       type = "text",
                       variableType = "univariate",
                       assignto = TRUE,
                       action = list(
                         beginning = "kpss.test(", 
                         ending = ")"),
                       arguments = list(
                         Arguments = list(
                           "null"=list(
                             type= "gradio",
                             index=FALSE,
                             items=c("'Level'","'Trend'","")),
                           "lshort"=list(
                             type= "gradio",
                             index=FALSE,
                             items=c("TRUE","FALSE"))
                           )))
runs.test.LIST <- list(
                       title = "runs.test",
                       help = "runs.test",
                       type = "text",
                       variableType = "univariate",
                       assignto = TRUE,
                       action = list(
                         beginning = "runs.test(", 
                         ending = ")"),
                       arguments = list(
                         Arguments = list(
                           "alternative"=list(
                             type= "gdroplist",
                             items=c("'two.sided'","'less'","'greater'",""))
                           )))
white.test.LIST <- list(
                        title = "white.test",
                        help = "white.test",
                        type = "text",
                        variableType = "univariate",
                        assignto = TRUE,
                        action = list(
                          beginning = "white.test(", 
                          ending = ")"),
                        arguments = list(
                          Arguments = list(
                            "..."=list(
                              type= "gedit",
                              text="")
                            )))

automenu.list=list(
  "data"=list(
    "get.hist.quote"='get.hist.quote.LIST'
    ),
  "plot"=list(
    "plot"='plot.LIST',
    "plotOHLC"='plotOHLC.LIST',
    "seqplot.ts"='seqplot.ts.LIST'
    ),
  "fit"=list(
    "ar"='ar.LIST',
    "arma"='arma.LIST',
    "arima0"='arima0.LIST',
    "garch"='garch.LIST'
    ),
  "tests"=list(
    "unitroot"=list(
      "adf.test"='adf.test.LIST'
      ),
    "normality"=list(
      "jarque.bera.test"='jarque.bera.test.LIST'
      ),
    "stationarity"=list(
      "kpss.test"='kpss.test.LIST'
      ),
    "randomness"=list(
      "runs.test"='runs.test.LIST'
      ),
    "nonlinearity"=list(
      "white.test"='white.test.LIST'
      )
    )
)

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pmg documentation built on May 2, 2019, 6:48 p.m.