https://github.com/cran/tseries
Raw File
Tip revision: 03dda286c97b48a7c4619e9d732f2971f3ea140e authored by Kurt Hornik on 06 June 2003, 00:00:00 UTC
version 0.9-12
Tip revision: 03dda28
INDEX
NelPlo                  Nelson-Plosser Macroeconomic Time Series
USeconomic              U.S. Economic Variables
adf.test                Augmented Dickey-Fuller Test
arma-methods            Methods for Fitted ARMA Models
arma                    Fit ARMA Models to Time Series
bds.test                BDS Test
bev                     Beveridge Wheat Price Index, 1500-1869.
camp                    Mount Campito Yearly Treering Data,
                        -3435-1969.
garch-methods           Methods for Fitted GARCH Models
garch                   Fit GARCH Models to Time Series
get.hist.quote          Download Historical Finance Data
ice.river               Icelandic River Data
irts-functions          Basic Functions for Irregular Time-Series
                        Objects
irts-methods            Methods for Irregular Time-Series Objects
irts                    Irregularly Spaced Time-Series
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
nino                    Sea Surface Temperature (SST) Nino 3 and Nino
                        3.4 Indices
plotOHLC                Plot Open-High-Low-Close Bar Chart
po.test                 Phillips-Ouliaris Cointegration Test
portfolio.optim         Portfolio Optimization
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
white.test              White Neural Network Test for Nonlinearity
back to top