https://github.com/cran/tseries
Revision f7c340094205f1c11dfab70c2e236b4451404f0f authored by Kurt.Hornik on 12 October 2001, 00:00:00 UTC, committed by Gabor Csardi on 12 October 2001, 00:00:00 UTC
1 parent 9904ab8
Tip revision: f7c340094205f1c11dfab70c2e236b4451404f0f authored by Kurt.Hornik on 12 October 2001, 00:00:00 UTC
version 0.8-0
version 0.8-0
Tip revision: f7c3400
INDEX
NelPlo Nelson--Plosser Macroeconomic Time Series
USeconomic U.S. Economic Variables
adf.test Augmented Dickey--Fuller Test
amif Auto Mutual Information Function
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.
bootstrap Generate Bootstrap Data and Statistics
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
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
plot.amif Plot Method for Auto Mutual Information
Functions
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
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
tseries-internal Internal tseries functions
white.test White Neural Network Test for Nonlinearity
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